Trim tenderloin, removing any visible fat. Cut in half lengthwise. Pound each half to 1/4-in. thickness. Dip into egg; coat with flour and shake off excess. In a skillet over medium heat, fry tenderloin in butter until no pink remains. Remove and keep warm.
Add mushrooms and onion to skillet; cook until tender. Add wine if desired. Stir in the gravy and sour cream; mix well and heat through, but do not boil. Serve with the tenderloin.