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Preheat oven to 350F. Spray a baking dish with oil.
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Rub the pork tenderloin with 2 tablespoons of dijon mustard.
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Heat 1 tablespoon of olive oil over medium-high heat. Brown the pork tenderloin on all sides and then transfer to the prepared baking dish.
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Bake in preheated oven for 20 minutes. Turn and continue cooking for another 20 minutes or until done.
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A few minutes before the pork is done, melt the butter over medium heat. Cook the shallots in the butter until soft. Stir in the Marsala, 1 tablespoon dijon mustard, and heavy cream. Bring to a simmer and cook until the liquid is reduced by about half.
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Slice pork and serve with the sauce.