Preheat oven to 425°F. Toss together fennel, onion, and 2 tablespoons oil on a large rimmed baking sheet. Season with salt and pepper. Roast for 5 minutes.
Meanwhile, brush pork with mustard, dividing evenly. Sprinkle with thyme, dividing evenly. Wrap with prosciutto, dividing evenly and slightly overlapping the slices, until completely covered.
Heat remaining tablespoon oil in a large skillet over medium-high heat. Add pork, prosciutto-seam sides down, and cook until golden brown, 2 to 4 minutes. Turn and cook until golden brown on second side, 2 to 4 minutes. Toss vegetables, then nestle pork among them. Roast until the internal temperature of pork on an instant read thermometer reaches 145°F, 10 to 15 minutes. Let pork rest for 5 minutes before slicing. Serve with vegetables alongside.