Take the piece back and make thin cuts without reaching the end, so that once cut will be one piece. This can ask the butcher to save this process.
Go putting between cuts, alternatively, bacon, orange, cheese up to complete all cuts of loin. Cut an orange with skin, thinly sliced and then cut in half.
After the operation described, tie up with string from end to end the loin so to cooking not open the slices. Add salt and pepper and place on a baking sheet, adding orange juice, sprig of thyme and oil. Start the oven to 180 degrees.
Cooking can last half hour trying, from time to time, puting tablespoons of the same juice, above.
When serving, we must ensure that each portion has three filling ingredients.