In a large skillet, cook bacon over medium heat until cooked but not crisp. Remove to paper towels to drain.
Make a lengthwise slit down the center of tenderloin to within 1/2 in. of bottom. Open meat so it lies flat. Mound crab over the center. Close tenderloin; tie at 2-in. intervals with kitchen string.
Place on a rack in a shallow roasting pan. Wrap bacon around meat. Combine 1/2 cup water, wine or broth and lemon juice; pour over beef.
Bake, uncovered, at 425° for 45-60 minutes or until meat reaches desired doneness (for medium-rare, a thermometer should read 135°; medium, 140°; medium-well, 145°). Remove meat to a serving platter. Cover and let stand for 10 minutes.
Pour pan drippings and loosened brown bits into a saucepan. Skim fat. Stir in the onion, butter, steak sauce, soy sauce, browning sauce if desired, sugar and remaining water. Bring to a boil. Reduce heat; simmer, uncovered, for 5 minutes. Stir in parsley. Slice tenderloin; serve with sauce.