Heat a grill or grill pan on the stovetop to medium-high heat. Season your steaks with salt and pepper, to taste and place on the hot grill or pan. Cook on 1 side for 2 minutes until seared before flipping the steaks over. Allow the other sides to sear, about 2 minutes, and reduce heat to medium-low. Let cook through until you have reached an internal temperature of 145°F (for medium) while turning occasionally. The cook time will depend on the thickness of the steaks.
While the steaks are cooking, combine the butter and garlic in a small saucepan over medium heat.
Once the butter has melted, add the remaining ingredients, stir, and raise the heat to medium-high.
Allow the sauce to come to a simmer and continue to stir for 3 to 5 minutes, allowing it to reduce until the desired consistency is achieved.
Plate the steaks and top with a generous amount of Gorgonzola sauce, around 2 tablespoons. Store the remaining Gorgonzola sauce in airtight containers and refrigerate.