Preheat oven to 350 degrees. Select a baking pan which will fit both pork tenderloins and prepare it with no stick cooking spray. Lightly salt and pepper both tenderloins.
In a large skillet or saucepan (large enough to fit both pork tenderloins), melt one tablespoon of butter over medium-high heat. Place the seasoned tenderloins in the melted butter and sear on each side until light golden brown. Remove and set aside.
Reduce heat to medium. Melt remaining two tablespoons of butter and add shallots. Sauté until translucent.
Add the mustard and the capers with their liquid. Sauté over medium heat, stirring constantly until fully combined; about 3 minutes.
Reduce heat to low, pour in the cream and stir constantly for 5 minutes until the sauce begins to thicken. Remove from heat and allow to cool for 10 minutes.
Pour enough sauce just to baste the tenderloins into a small bowl; reserve the rest of the sauce separately for serving with the cooked tenderloins. Using the basting portion of the sauce, coat all sides of the tenderloins and place them into a prepared baking pan. Note: the reason for separating the sauce is to ensure the portion of the sauce to be served with the cooked pork will not have been dipped into with the brush basting the raw pork.
Bake tenderloins for 30-35 minutes (or until a meat thermometer reaches 150; the pork will continue to cook when resting outside the oven and will reach the recommended temperature of 160 degrees). Remove and allow to rest for 10 minutes before serving.
To Serve: cut the tenderloins into ½ inch thick medallions, place slices on serving platters or individual plates and sauce with the remaining Mustard Caper Cream Sauce. Serve immediately.