In a small mixing bowl or large measuring cup, whisk together the soy sauce, sherry, honey, vinegar, vegetable oil, orange juice, rosemary, shallots, and ginger.
Pat the pork tenderloins dry with paper towels. Use a sharp paring or boning knife to trim away the thin, shiny membrane along one side of the tenderloins. Place them in a 9x13-inch baking dish.
Divide the marinade, transferring half to a jar or bowl. Cover tightly and refrigerate. This reserved portion will become the sauce.
Pour the remaining half of the marinade over the pork. Cover with plastic wrap and refrigerate for at least 2 hours or up to overnight.
Preheat the grill to 450–500°F or the oven to 400°F.
Use tongs to transfer the pork tenderloin from the marinade to a plate. Discard the used marinade.
To grill: Place the pork directly on the grates. Cook, covered, turning every 4-5 minutes, until all sides are nicely browned and an instant-read thermometer inserted into the center registers 145–150°F, about 18–25 minutes depending on thickness.To roast: Place the tenderloins on a rimmed baking sheet and roast until browned and the thickest part registers 145–150°F, 20–30 minutes. Transfer the pork to a cutting board and tent loosely with foil. Let rest for 10 minutes. The internal temperature will rise slightly as it rests.
In a saucepan over medium-high heat, bring the reserved half of the marinade to a boil. Reduce to a simmer and cook, stirring occasionally, until slightly thickened, glossy, and reduced by about one-third, 8-10 minutes. It should coat the back of a spoon.
Slice the pork thinly and on a bias. Spoon the sauce over the top and serve immediately.