Preheat the oven to 375F.
Pat the tenderloins dry with a paper towel if they are wet. In a small bowl, mix together the cumin, cinnamon, salt, and pepper. Divide it between the two tenderloins and rub all around to coat.
In a large oven-proof skillet (12-inch cast iron is best), warm the oil over medium-high heat. Once the oil is hot and shimmering, add the tenderloins and cook, undisturbed for 4-5 minutes, or until nicely browned. Flip and cook on the other side for about 3 minutes.
Transfer to the oven and bake for 15 minutes, or until an instant read thermometer inserted into the thickest part is 145F. Transfer to your cutting board and let it rest for 5 minutes before slicing into medallions.
To make the romesco, add all ingredients except the olive oil to a high-speed blender and blend to chop it all up. With the motor running, slowly drizzle in the olive oil and blend until smooth.
Arrange the tenderloin medallions on a serving platter. Top with romesco and parsley. Keep extra sauce on the side for everyone to add to their plate.