Heat oven to 400. Place sheet of foil on 15 X 10 X 1-inch baking pan or cookie sheet. Place beef tenderloin on foil; tuck narrow end under. Turn edges of foil up around tenderloin to contain juices. Bake at 400 for 30-40 minutes for medium doneness.
Meanwhile, in small bowl, combine broth and cornstarch; blend well. Set aside.
Heat oil in small nonstick skillet until hot. Add onions; cook about 1 minute. Stir in parsley, pepper, mustard, and lemon juice. Add cornstarch mixture; cook and stir over medium heat for 4 - 6 minutes or until sauce is bubbly and slightly thickened.
To serve, cut tenderloin into 1/2-inch slices. Serve sauce over slices.