For the marinade: Whisk the hoisin sauce, oyster sauce, vodka, honey, ginger and chili oil together in a small bowl. Put the meat into a large Ziploc bag (I like to use the heavy duty freezer bags). Carefully, pour the marinade into the bag with the meat. Seal the bag and refrigerate overnight. Every once in awhile (when you go in the fridge to get a snack), rub the outside of the bag to make sure the marinade continues to coat the tenderloin.
Preheat oven to 450 degrees. Make sure you have a really clean oven. If you don’t, open a window (or two) and turn on your fan. Put the meat on a rack in a roasting pan. Roast the tenderloin for about 25 minutes until the internal temperature is 130 degrees F for medium-rare. When you insert your meat thermometer, put it into the thickest part of the meat. Remove meat from oven, place it on a cutting board and tent with foil. The meat will continue cooking while it’s resting. Be sure to rest it for at least 10 minutes, to ensure the delicious flavorful juices stay inside the meat, and don’t bleed all over your cutting board.
While the meat is resting, you can make the sauce. In a small bowl, combine the cream, sherry (or brandy), soy sauce, sesame oil, orange zest and chili oil. In a large skillet over medium-high heat, melt the butter. When the butter is melted, add the ginger and cook until the ginger becomes very fragrant, about 1 minute. Be sure to stir the ginger the entire time to prevent it from browning. Then add the mushrooms and cook until they become tender, about 2-4 minutes. When the mushrooms are nice and tender, add the cream mixture and bring to a boil. The sauce is finished when it begins to brown, slightly, and thickens. This should take about 4-6 minutes.
Slice the tenderloin into medallions (a fancy word for thick slices, about ½ inch thick). Arrange the medallions on a plate, or large platter, spoon the mushroom sauce over them and garnish with fresh cilantro.