Rub pork medallions with pepper and set aside at room temperature for 10-15 minutes. In a large, non-reactive skillet, heat 1 tablespoon of the olive oil over high heat. Add half of the pork and sauté for 1 1/2 minutes on each side.
Transfer the pork to a warmed platter and cover loosely with foil. Repeat with another tablespoon of oil and the remaining meat. Place pork in a 200 degree oven to keep warm. Add the remaining 2 tablespoons oil to the skillet and when it begins to smoke, add the onions. Sauté 1 or 2 minutes. Add the wine and deglaze the pan.
Bring to a boil and cook until reduced by half, about 3 minutes. Stir in cream, capers, mustard, anchovy paste, and lemon juice. Continue cooking until the sauce lightly coats the back of a spoon, 9-10 minutes. Add the pork and any accumulated meat juices to the sauce and stir to coat. Season with salt and pepper to taste.