Preheat the oven to 400 degrees F.
Using a paring knife, cut a 3-inch wide pocket, about 2-inches deep, into the side of each tenderloin. Season the cavity with salt and pepper. Stuff 1 slice of prosciutto, 1 slice of cheese, and 2 basil leaves into each pocket. Tie 1 piece of kitchen twine at each end and 1 piece in the center of each tenderloin to secure the filling. Season the stuffed tenderloins with salt and pepper.
In a large skillet, heat the oil over medium-high heat, add the tenderloins and sear until golden brown, about 3 minutes per side. Transfer the tenderloins to an oiled baking pan. Roast for 8 to 10 minutes or until the internal temperature registers 150 degrees F on an instant-read thermometer for medium-rare.
Place the skillet over high heat, add the Marsala wine, and cook for 1 minute, scraping the brown bits that cling to the bottom of the pan with a wooden spoon. Add the chicken stock and cook until the liquid is reduced by half, about 4 minutes. Remove the skillet from the heat and whisk in the butter until melted.
Remove the kitchen twine, slice the tenderloins and arrange on serving plates. Spoon the sauce over the sliced tenderloin and garnish with the chopped basil.
*Cook's Note: This recipe will also work with beef rib Spencer steaks or filet mignon.
While the lamb is roasting:.