For the pork tenderloin with Gorgonzola sauce, cut the pork tenderloin into slices about 2 1/2 cm thick. Flatten them a bit, sprinkle with pepper.
Prepare a marinade with 3/4 of the olive oil and the cognac. Turn the meat slices in it on the other side and refrigerate in it for 1 hour.
Heat the remaining olive oil in a frying pan, sear the meat slices in it until juices run out, season with salt and turn the meat pieces over. When both sides are seared, place the meat in a greased gratin dish.
Mash the gorgonzola with a fork and mix well with the cream. Spread the sauce evenly over the meat and bake in the oven preheated to 220 degrees until the cheese bubbles light brown (just under 10 minutes).
Arrange the pork tenderloin with Gorgonzola sauce and serve.