Place tenderloin on a foil-lined baking sheet or roasting pan. Make 12 small slits on top side of meat; insert garlic halves.
Combine mustard and 2 tablespoons prepared horseradish in a small bowl, and spread evenly over top and sides of beef. Bake at 350° for 25 to 30 minutes or until desired degree of doneness. (For rare, remove from oven at 135°. Beef will continue to cook to 140° with residual heat.) Cover and chill several hours or overnight.
Combine sour cream and remaining 2 tablespoons horseradish; serve with chilled beef.
For individual canapés, slice beef 1/4 inch thick, and cut into wedges. Place on toasted French baguette slices, top with a small dollop of sour cream mixture, and garnish with fresh parsley. Makes about 5 dozen hors d'oeuvres.