Preheat the oven to 400°.
Combine the marinade ingredients and place in a 7 X 11 glass dish.
Remove skin and visible fat from the chicken breasts. Using a sharp knife, remove the breast bones and cut the joint at the wing to release the wing. Clip the wing end, leaving only the meatier joint. Trim away the skin and flesh from the end of the wing. Place chicken breasts in the marinade and refrigerate 2 hours.
Prepare the black bean sauce. Heat a 2-quart saucepan over medium heat. Coat with a vegetable spray and add garlic and shallots. Stirring constantly, sauté 1 to 2 minutes, then add white wine, sherry, black beans, and 1-1/2 cup chicken broth. Bring to a simmer and cook 6 to 8 minutes, stirring frequently. Transfer the beans to a blender or food processor fitted with the metal blade and blend until very smooth.
Pour the puréed beans back into the same pan over medium-low heat. Add chili powder and enough additional chicken broth to make a sauce the consistency of heavy cream. Season with cilantro, salt, and pepper.
Remove the chicken from the marinade. Take the narrow end of the breast and pull it around to the base of the wing joint. Secure with a toothpick. Place the breasts in a baking dish just large enough to accommodate all four breasts.
Season with salt and pepper. Using a pastry brush, brush the flesh with the marinade and sprinkle with minced parsley. Pour 1/2 cup of the marinade in the pan along with 1/2 cup chicken broth.
Bake the chicken on the middle rack, at 400°, 15 minutes. Turn the setting to broil for about 5 minutes, until top is lightly browned.
Pool half of each serving plate with Black Bean Sauce. Remove toothpicks and place the chicken on the sauce. Serve the spoon bread in a tamale husk and garnish the plates with Pico de Gallo and fresh cilantro.
Advance Preparation: The marinade, Black Bean Sauce, and salsa may be made 1 day in advance.