Preheat the oven to 350°. Unfold the tomatoes and shallots on separate rimmed baking sheets. Add 1/2 cup of the wine, 2 tablespoons of the oil and 2 thyme sprigs to the tomatoes. Add the closing 1 1/2 tablespoons of olive oil and 2 thyme sprigs to the shallots. Season the tomatoes and shallots with salt and pepper, toss properly and spread in even layers. Bake for roughly 40 minutes, till the tomatoes and shallots are very soft. Discard the thyme.
Enlarge the oven temperature to 425°. Season the tenderloin with salt and pepper. In a tall ovenproof skillet, heat the vegetable oil till gleaming. Add the tenderloin and cook over high heat till browned, 4 minutes. Turn the tenderloin and cook for 3 minutes. Switch the skillet to the oven and roast for 10 minutes. Turn the tenderloin and roast for 10 minutes longer, till an quick-learn thermometer inserted in the thickest section of the meat registers 125° for medium-uncommon. Switch the tenderloin to a carving board and let relaxation for 10 minutes.
Pour off the complete in the skillet. Add the closing 1/2 cup of wine and boil till diminished by half, scraping up the browned bits, 3 minutes. Choose the skillet from the heat and traipse in the tomatoes, shallots and their juices.
Chop the meat 1/3 trot thick and switch to plates; spoon the tomatoes, shallots and sauce on top. Dot with the cheese and assist.