To prepare onions, combine first 6 ingredients in a bowl; toss well. Let stand 2 hours, stirring occasionally.
Preheat oven to 450°.
To prepare potatoes, combine potato, oil, 1/2 teaspoon salt, and 1/4 teaspoon black pepper in a bowl, and toss well to coat. Arrange potato slices in a single layer on a jelly-roll pan coated with cooking spray. Bake at 450° for 15 minutes. Turn potato slices over, and bake an additional 20 minutes or until tender and lightly browned.
To prepare horseradish cream, combine sour cream, milk, and horseradish; cover and chill.
Prepare the grill, or preheat the oven to 450°.
Rub tenderloin with 1/4 teaspoon black pepper. Insert meat thermometer into thickest part of tenderloin. Place the tenderloin on a grill rack or a broiler pan coated with cooking spray, and grill or bake at 450° for 20 minutes or until meat thermometer registers 145° (medium-rare) or 160° (medium), turning every 5 minutes. Let stand 5 minutes; cut into 8 slices.
Drain onions in a colander over a bowl, reserving 1 tablespoon marinade; toss marinade with arugula.
Arrange 2 slices tenderloin, 1 cup potatoes, 1/2 cup arugula mixture, and 1/4 cup onions on each of 4 plates; drizzle each serving with about 2 1/2 tablespoons horseradish cream, and top with 1 cheese shaving.