Preheat the oven to 375 degrees F (190 degrees C). Grease a 9x9-inch baking dish.
Mix tomato sauce, water, taco seasoning mix, and chili powder together in a saucepan; bring to a simmer over medium heat.
Heat vegetable oil in a skillet over medium heat and brown chicken tenderloins on both sides, about 5 minutes per side. Pour tomato sauce mixture over the chicken, bring to a simmer, and cook over medium-low heat until chicken tenderloins are no longer pink inside, about 8 minutes. Transfer chicken to a bowl and shred; return shredded chicken to the sauce. Mix in black beans and cream cheese until thoroughly combined.
Pour chicken mixture into prepared baking dish. Top with shredded Mexican cheese. Whisk corn bread mix, egg, and milk in a bowl, and spoon the batter over the chicken mix.
Bake in the preheated oven until the casserole is bubbling and the corn bread topping is browned and set, about 30 minutes.