1. Preheat oven to 425°. Trim off or scrape free and discard all fibrous sinew and silvery membrane (if present) from buffalo tenderloin. Reserve any scraps of meat for other uses. To make an evenly shaped roast, tie snugly at 1 1/2- to 2-in. intervals with a cotton string, tucking thin end of meat under roast, if needed.
2. In a small bowl, mix mustard, brown sugar, sherry, soy sauce, ginger, and sesame oil. Rub meat all over with a third of mustard sauce; reserve remaining sauce.
3. Place meat on a flat rack in a 12- by 17-in. roasting pan. Roast for 30 minutes. Brush to coat with some of reserved mustard sauce. Continue to roast until a thermometer inserted in thickest part of roast registers 130° for rare (do not overcook buffalo or it will be very dry), 10 to 25 minutes longer.
4. Transfer roast to a platter and let rest in a warm place 10 to 15 minutes. Pour remaining mustard sauce into a small serving bowl. Slice meat crosswise and offer sauce to spoon over each portion.