Preheat oven to 400° F. Combine both broths, Madeira and garlic in heavy small saucepan. Boil until sauce is reduced to 1 cup, about 20 minutes. Set aside.
Melt 2 Tablespoons butter in large skillet over medium-high heat. Add shallots and sauté until translucent, about one minute. Add mushrooms and leek; sauté until tender, about 6 minutes. Stir in cream. Cook mixture until vegetables are soft and most of the cream is absorbed, about 5 minutes. Season to taste with salt and freshly ground pepper. Cool.
Insert handle of wooden spoon lengthwise into cut end of each tenderloin, forming ½ to ¾ inch diameter hole. Transfer mushroom mixture to pastry bag fitted with large plain tip. Force mixture into center of each tenderloin, filing hole completely. (Alternately, butterfly tenderloin. Place between two pieces of waxed paper and pound to ¼ to ½ inch thick. Spread mushroom mixture down center of tenderloin. Bring lengthwise ends together and tie with twine to close.) Rub tenderloins with marjoram. Sprinkle with salt and pepper.
Heat oil in large ovenproof skillet over medium high heat. Add tenderloins to skillet and cook until brown on all sides, about 6 minutes total. Transfer skillet to oven. Roast tenderloins until cooked through, about 25 minutes. Remove skillet from oven. Transfer tenderloins to platter; tent with foil to keep warm. Return skillet to stove. Add remaining 2 Tablespoons butter and flour. Stir until smooth. Add sauce. Bring to a boil, scraping up any browned bits. Cut tenderloins crosswise into slices. Drizzle sauce over and serve. Yield: 4 servings.