Crush the coriander seeds and black peppercorns. Add to the mustard and thyme leaves in small bowl. Mix well.
Pat tenderloin dry and place it on a sheet of plastic wrap. Coat it completely with the mustard mixture. Roll the plastic wrap around the tenderloin and place in a plastic bag in the refrigerator for up to 24 hours.
Stir together the bread crumbs and parsley. Stir in 2 tbsp. of olive oil to moisten. Add a bit more olive oil if it seems too dry. Completely coat caribou with crumb mixture, pressing it into the meat. (At this point it may be refrigerated for up to 8 hours) Let sit, uncovered, at room temperature, for at least an hour before roasting.
To make the reduction, sauté mushrooms, garlic and onion in olive oil for 5-8 minutes, or until onions are softened. Add remaining ingredients, except butter. Bring to a boil and simmer until liquid has reduced to 2 cups, about 30 minutes. Stir in the butter. Keep warm until ready to serve.
Preheat oven to 450°F (230°C) Sprinkle the tenderloin evenly on all sides with salt, patting the salt into the bread crumbs. Place on an oiled rack over a shallow roasting pan. Roast for 20-25 minutes, until done to your likeness: 140°F (60°C) for rare; 150°F (65°C) for medium-rare. Let the tenderloin sit, loosely covered with foil, for 10 minutes before carving
Serve with Mushroom and Red Wine Reduction.