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Heat oven to 220C/fan 200C/gas 7. Lay the fillets, skin-side down, brush them with mustard and lay a slice of pancetta on each. Starting from the tail end, roll the fillet up with the pancetta into a spiral, then secure with a toothpick, a bay leaf and a lemon slice. Sit the fillets in a baking tray or ceramic dish.
Drizzle the fillets with olive oil, then roast for 15-20 mins until cooked through and starting to brown at the edges. Serve 2 fillets per person with new potatoes or a crunchy apple and onion salad.