Preheat oven to 350 degrees F (175 degrees C). Coat pork tenderloins generously with mustard. Oil a 9x13 inch baking dish.
Heat oil in a large skillet over medium-high heat. Arrange tenderloins in pan, and brown the meat. Turn to brown evenly. Transfer meat to prepared baking dish.
Bake in preheated oven for 20 minutes. Turn, and continue cooking for 20 minutes, or until desired doneness.
Meanwhile, melt butter over medium heat in the same pan used to cook the pork. 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.