Combine smoked paprika, cumin, oregano, coriander, red pepper flakes, salt, and pepper. Rub 3 tbsp olive oil over the pork tenderloins then coat generously with the spice mixture. Rest at room temperature while oven preheats.
Preheat oven to 425°F (220°C). Place a large oven-safe skillet over high heat until very hot.
Add remaining 1 tbsp olive oil to the hot skillet. Sear tenderloins 2-3 minutes per side until a deep golden crust forms.
Transfer skillet to oven and roast until internal temperature reaches 145°F (63°C). Remove, tent loosely with foil, and rest 5-10 minutes.
While pork roasts, sauté shallot in the same skillet over medium heat until soft, about 3 minutes. Add garlic and cook 1 minute. Deglaze with white wine, scraping up browned bits. Add roasted red peppers and chicken stock and simmer 5 minutes.
Blend the pepper mixture until silky smooth. Return to pan, stir in capers and olives, season to taste, and keep warm over low heat.
Toss parsley, mint, and lemon zest and juice together for the gremolata.
Spoon red pepper sauce onto plates. Slice pork into medallions and arrange over sauce. Top with gremolata and crumbled feta. Serve immediately.