It is. I've done it several times. In my case I had probems with the cheese ooooozing out along the open edge even with plenty of twine. On the plus side I was able to apply a ligh coating of rub to the internal face of the loin as well and add some flavor. No question that the method Jim mentioned makes a much nicer presentation using the cheese mixture I was talking about.
You can't be a real country unless you have a beer and an airline - it helps if you have some kind of a football team, or some nuclear weapons, but at the very least you need a beer. --Frank Zappa
Recipient of a Huggies box!
Shut up, and cook!!!!