Put oven rack in middle position and preheat oven to 400°F.
Roasted garlic- Cut off top quarter of the garlic head. Drizzle with olive oil and sprinkle with 1/4 teaspoon salt, Wrap garlic tightly in foil. Roast until tender, about 1 hour 15 min. Remove from foil and let cool.
For sauce- simmer cream in a heavy saucepan, stirring occasionally, until reduced to about 3/4 cup- Approx 20 to 25 minutes, then transfer to a bowl.
When cool, squeeze garlic into a small bowl, discarding skins, and mash together with horseradish, pepper, and remaining 1/2 teaspoon salt using a fork.
Stir garlic mixture into the reduced cream sauce. Chill until ready to use.
Increase oven temperature to 475°F.
Pat tenderloin dry. Combine pepper, bouillon, salt, cornstarch, oregano, garlic powder, and paprika in a small bowl.
Rub oil on tenderloin. Sprinkle with spice mixture, rubbing it into meat.
Put tenderloin on rack in roasting pan and roast 10 minutes, then reduce oven temperature to 425°F and cook until thermometer inserted diagonally into center of meat registers 130°F, approx 20 to 25 minutes for medium-rare. Let beef stand on rack in pan 10 minutes before serving.
Cut beef into thin slices, thread onto bamboo skewers and serve with garlic horseradish cream.