Preheat the oven to 450°F.
Season the tenderloins with a little black pepper and wrap them in the slices of bacon, so that the slices overlap and cover all the loin but the ends of the tips. If the ends are very thin, fold them under. Put the wrapped venison tenderloins on a rack without crowding in a shallow baking pan and set in the oven. Reduce the heat to 350°F and roast to medium-rare, about 45 minutes. Remove from the oven and let rest in a warm place.
Meanwhile, in a medium frying pan, cook the shallots in the butter over low heat, covered, until soft and translucent, about 5 minutes. Add the jam and cook uncovered for another 5 minutes, until slightly caramelized. Pour in the pinot noir and bring to a boil. Add the meat juices and skim off any fat. Boil until the sauce is reduced by half. Add the huckleberries and remove from the heat. Season with salt and pepper to taste.
Slice the venison into medallions 1½ to 2 inches thick. Spoon the sauce over the meat and garnish with deep-fried sage leaves.