In a medium bowl, whisk together the sherry, lemon juice, oregano, paprika, cumin, 3/4 teaspoon salt, 1/2 teaspoon pepper and the garlic.
Place the pork in a medium glass bowl. Pour half of the marinade over the pork. Add the oil and toss to coat. Cover and refrigerate for 1 to 2 hours.
Pour the remaining marinade into a small saucepan. Add the cream, remaining 1/4 teaspoon salt and 1/4 teaspoon pepper, and bring to a boil over medium heat. Boil until the sauce is thick enough to coat the back of a spoon, 4 to 5 minutes.
Spray a grill pan or grilling rack with nonstick spray. Place the grill pan over medium-high heat or preheat a gas or charcoal grill.
Remove the pork from the marinade. Discard the marinade. Thread 3 pieces of pork onto each skewer. Grill the skewers until the pork is golden and cooked through, about 4 minutes per side. Place a skewer in each endive leaf. Drizzle the skewers with sauce and serve.