FOUND IT: On the New York Times' Bitten blog, which I frequently check out when I'm looking to try something new. They post a new recipe almost every day, with varying levels of difficulty. I usually snag the easy ones.
MODIFIED IT: A little.
1 tablespoon butter or neutral oil, like canola
4 tablespoons minced shallots (I use about 1/4 of an onion)
2 tablespoons white wine or cider vinegar(I use beer)
6 ounces crumbled Roquefort or other blue cheese
Pinch of cayenne
Salt and freshly ground black pepper
1 1/2 to 2 pounds strip or rib-eye steaks, or filet mignon
Place butter in a small saucepan over medium heat; when butter melts and its foam begins to subside, add shallots and cook until soft, stirring occasionally, about 5 minutes. Add vinegar, stir, and cook until it is just about evaporated, 1 or 2 minutes. Turn heat to low and stir in cheese, cayenne and a few grindings of pepper. Stir occasionally until cheese melts, then taste and adjust seasoning. Keep warm while you grill steaks.
Season steaks well with salt and pepper, then grill or broil about 3 to 4 minutes a side for medium-rare, longer or shorter according to your taste. Serve steaks with 1 or 2 spoonfuls of sauce over each, garnished with parsley or chives if you like.
This recipe makes enough for about four steaks, but I usually make a full batch with two steaks and spoon the remainder over a vegetable or a baked potato.