1Remove the steaks from the refrigerator 30 minutes before cooking to come to room temperature.
2While the steaks come to room temperature, in a bowl and using a fork, smash together the butter, blue cheese, and parsley. Season to taste with salt and pepper. Set aside.
3Preheat the oven to 425°F. Pat the filets dry with paper towels and season with plenty of salt and pepper. Heat a large cast-iron frying pan over high heat for about 5 minutes.
4When the pan is very hot, add the olive oil and then the steaks; sear for about 4 minutes on one side. Turn and sear for another 2 minutes, then transfer to the oven.
5Roast the filets in the oven until cooked to your desired doneness, about 5 minutes depending on the thickness of the steak (rare = an internal temp of 120°F; medium-rare = 125°F). Transfer the steaks to a platter, cover tightly with aluminum foil, and let rest for 5 to 10 minutes.
6Serve each filet with a dollop of the blue cheese butter on top.