Preheat the oven to 375 degrees F (190 degrees C). Grease a 9x9-inch baking dish.

Combine tomato sauce, water, taco seasoning, and chili powder in a saucepan over medium heat; bring to a simmer.

Heat vegetable oil in a skillet over medium heat. Add tenderloins; brown on both sides, about 5 minutes per side. Pour tomato sauce mixture over tenderloins; bring to a simmer over medium-low heat. Cook until tenderloins are no longer pink inside, about 8 minutes; transfer tenderloins to a bowl. Shred tenderloins using 2 forks; return to the sauce. Stir in black beans and cream cheese until thoroughly combined.

Pour tenderloin mixture into the prepared baking dish. Top with shredded Mexican cheese. Whisk cornbread mix, milk, and egg together in a bowl; spoon batter over cheese.

Bake in the preheated oven until bubbling and cornbread topping is browned and set, about 30 minutes.