Combine the butter and flour together. Bring the beef broth and Madeira to a boil. Whisk in the butter and flour mixture until completely dissolved. Simmer for about 15-20 minutes, until the liquid is thickened and reduced by half. While the sauce is simmering, preheat the oven to 350°F. Spray the rack of a roasting pan with nonstick spray and place in the pan. Slice the tenderloin into 6 portions that are approximately 3 inches in diameter and 1-½ inches thick. Tie butcher’s twine around the beef medallions so they maintain their shape while cooking, if desired. Combine the breadcrumbs, blue cheese, parsley, chives and pepper to form a paste. Heat the olive oil in a nonstick skillet over high heat. Sear the medallions until just browned, 2-3 minutes on each side. Arrange the medallions in a roasting pan. Coat the top of each medallion with 3 tablespoons of the blue cheese crust mixture. Roast until the crust is golden brown and the meat is cooked as desired, about 6-8 minutes for medium-rare, depending on the size of the medallions. Be sure to remove the butcher’s twine if it was used. Serve the medallions on a pool of the warm Madeira sauce. | 
