Preheat the oven to 400 degrees F.
Heat 2 tablespoons of the oil in a large skillet over medium heat. Add the bacon and cook until crisp, about 8 minutes. Add the mushrooms, ½ teaspoon salt, and some pepper; cook until the mushrooms are soft, about 4 minutes. Add the garlic and cook 1 minute. Finish with the Madeira and remove from the heat. Stir in the breadcrumbs and all but 2 tablespoons of the rosemary. Let cool.
With a sharp knife, follow the silver skin all the way through the beef until entirely removed; do not cut all the way through. Open the meat like a book so it lies flat on the cutting board.
Cover the beef with plastic wrap; pound with the meat mallet until about ¾-inch thick, starting from the middle and working outward. Spread the mushroom mixture over the beef. Starting with a long side, tightly roll up the beef. Tie five knots equally spaced over the entire piece of meat. This will hold the meat together and allow for even cooking.
Place a large sauté pan over high heat for approximately 5 minutes. Lightly brush the beef roll with olive oil and sprinkle with salt and pepper. Sear the beef, turning, until heavily caramelized. Finish in the oven until a meat thermometer registers 128 degrees F in the center of the beef (full cook time: approximately 20 to 25 minutes). Transfer to a cutting board to rest for about 10 minutes.
Mix the remaining 3 tablespoons olive oil and 2 tablespoons rosemary, the lemon zest, and salt and pepper to taste in a bowl. Remove the twine and slice the beef. Top with rosemary oil before serving
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