Heat 2 tablespoons canola oil and butter in a heavy skillet (such as cast iron) over medium-high heat.
Add the onion, reduce heat to medium-low and cook 4-5 minutes or until beginning to soften.
Add celery, carrot and red bell pepper. Continue cooking over low heat for 5-8 minutes or until vegetables are very tender.
Add the garlic, thyme, 2 teaspoons Cajun seasoning and flour and stir 1-2 minutes.
Add the chicken broth and Worcestershire. Transfer to a saucepan, using a rubber spatula to clean out the skillet as much as possible.
Bring the sauce in the saucepan to a boil, reduce heat and let simmer to thicken up and reduce slightly while cooking the pork medallions.
Season pork medallions with remaining Cajun seasoning.
Add remaining canola oil to skillet and heat to medium-high.
Place the pork medallions in the skillet, reduce heat to medium and sear 2-3 minutes on the first side and 1-2 minutes on the other. Turn each medallion on their sides to sear the sides as well.
Transfer sauce back to the skillet with the pork medallions and bring to a simmer. Cook the pork to an internal temperature of at least 145 degrees.