Preheat oven to 350°F

Coat pork tenderloins generously with mustard. Heat oil in a large oven-safe skillet over medium-high heat. Arrange tenderloins in pan, and brown the meat. Turn to brown evenly.

Transfer pan to oven and bake for 20 minutes. Turn, and continue cooking for 20 minutes, or until desired doneness.

Meanwhile, melt butter over medium heat. Cook shallots in butter until soft. Stir in Marsala, mustard, and cream, and cook until volume of liquid is reduced by half.

Slice pork, and place on a serving dish. Spoon sauce over meat, and serve.