Preheat oven to 375ºF.
Sprinkle smoked paprika over pork covering the entire surface. Add cheese, leaving about 1-inch from the edges. Sprinkle parsley over before laying prosciutto on top.
RolI up the meat tightly while tucking in the ends. Keep in place with kitchen twine and secure the ends with a couple of toothpicks. Crack on some freshly ground black pepper; set aside.
In an ovenproof skillet over medium-high heat, add oil. When shimmering, add the tenderloin seam side down and cook until brown, about 1 ½ minutes.
Flip the meat over and transfer the skillet to the preheated oven. Cook for 20 to 25 minutes or until the internal temperature reaches 140-145ºF.
Remove from the heat and transfer the tenderloin to a cutting board, make a loose tent with foil and let it rest for 8 to 10 minutes.
In a small bowl, combine lemon juice and apple juice; set aside.
Using paper towels, remove the excess fat from the skillet, leaving about 1 tbsp. behind for extra flavor. Turn the heat to medium-high and pour in apple juice mixture and chicken broth. Scrape the bottom of the skillet to dislodge any brown bits.
Add spicy red pepper jelly and stir until the jelly turns into liquid form.
Add rosemary, heavy cream and apple juice mixture. Stir, bring to a simmer and reduce the heat; simmer gently until the sauce thickens, about 15 to 20 minutes, stirring occasionally.
Turn off the heat and add butter, swirling it around until melted.
Spoon the sauce over the sliced pork and serve immediately.