For the sauce, mix cranberries, mustard and orange juice. Wash thyme, pluck off leaves and stir in. Season to taste with salt and pepper.
Cut the beef fillet lengthwise into strips about 2 cm thick. Season with a little salt and pepper. Wrap with bacon and cut into approx. 2 cm wide pieces. Cook in hot fondue fat for 2-3 minutes. Add the cranberry sauce.