Trim and discard fat from tenderloin. Rinse meat and pat dry.
Pour oil into a 10- to 12-inch nonstick frying pan (with ovenproof handle) over high heat, tilting pan to coat bottom. When oil is hot, add tenderloin and turn as needed to brown on all sides, about 4 minutes total. Remove from heat and spread mustard evenly all over meat.
Put pan with pork in a 400° regular or convection oven; bake until a thermometer inserted in center of thickest part of meat reaches 155°, 18 to 25 minutes. Transfer tenderloin to a rimmed platter and let stand 5 minutes.
While pork stands, add wine, broth, and prunes to unwashed frying pan. Stirring to release browned bits, boil over high heat for 1 minute. With a slotted spoon, lift prunes from pan and arrange around pork. Mix evaporated milk and cornstarch until smooth; add to pan and stir until sauce boils. Add salt and pepper to taste. Pour into a small bowl.
Cut pork diagonally into 1/2-inch-thick slices. Serve with sauce and salt and pepper to add to taste.