Preheat the oven to 350 degrees F. Grease a 2 quart glass rectangular pan with 1 tablespoon of the butter. Heat the remaining 2 tablespoons butter in a large saute pan over medium-high heat. Add the onions. Season with salt, cayenne and black pepper. Cook, stirring, until the onions are soft, about 4 minutes. Add the mushrooms and cook, stirring, until they are slightly soft, about 3 minutes. Add the garlic and saute for 1 minute. Remove from the heat and cool. In a large mixing bowl, whisk the eggs until smooth. Add the cream. Season with salt, cayenne, pepper, hot pepper sauce, and Worcestershire sauce. Whisk the mixture until blender. Add the onion-mushroom mixture and bread crumbs and mix well. Pour the mixture into the prepared pan. Sprinkle the top with the cheese. Bake until the pudding is golden brown and bubbly, about 55 minutes. Remove from the oven and allow to cool for 5 minutes before serving. To serve, spoon the pudding in the center of each serving plate. Arrange a few slices of the tenderloin around the pudding. Spoon the Worcestershire sauce over the beef. Garnish with parsley. Serve the Fresh Cranberry Compote on the side.