Cut half of the cheese in slices and cut the cheese paring off of the remaining cheese. Make a deep cut with a sharp knife down through the tenderloin and fill with tarragon, cheese slices and prunes. Wrap the ham around the tenderloin and tie tightly with kitchen string in 5-6 places. Brown the butter in a sauté pan and brown the tenderloin in the butter on all sides (approx. 2 minutes). Add water and cook the meat over low heat, covered, for about 15 minutes with the cut side facing up. Remove the meat from the pan and keep warm. Add the cream and remaining cheese to the pan juices. Bring the sauce to a boil, remove the pan from the heat and stir in sauce thickener. Boil the sauce over low heat while stirring for about 1 minute. Season to taste.
Cut the tenderloin into four thick slices and cut each of these slices diagonally to make a total of eight steaks.
Arrange the steaks on plates, top with a little sauce and sprinkle with pepper. Serve with potatoes, onions and the rest of the sauce.