Preheat the oven to 350 degrees F (175 degrees C). Oil a 9x13-inch baking dish.

Coat pork tenderloins generously with 1/4 cup Dijon mustard. Heat 1 tablespoon oil in a large skillet over medium-high heat; brown tenderloins, turning to evenly brown. Transfer tenderloins to the prepared baking dish.

Bake in the preheated oven for 20 minutes; flip and continue baking until desired doneness, about 20 minutes more.

Meanwhile, melt butter in the same skillet over medium heat. Add shallots; cook until soft. Stir in Marsala, cream, and 1 tablespoon Dijon mustard; cook until reduced by half.

Slice tenderloins; place on a serving dish. Spoon sauce over pork; serve.