Place the alligator tenderloins into a container with a lid or a sealable food bag. Add milk, and place in the refrigerator for three hours.
Remove the alligator from the milk bath and dry them off with a paper towel. Discard the milk.
Wrap each tenderloin with a slice of bacon. Use a toothpick to keep bacon in place.
Preheat your grill to high. Once the grill is at max temperature, turn off one of the burners and set the others to medium heat. Place your bacon-wrapped alligator tenderloins over the off burner. Cook the alligator for 10 minutes. Turn the alligator halfway through the cook.
The alligator tenderloin is done when the internal temp reaches 160℉. When it is done, remove the alligator from the grill and enjoy.