Season Steaks with EVOO, Salt and Pepper and let stand at room temperature for at least 30min.
Heat grill to high, If using Charcoal grill mound charcoals top one side, Allowing for an area of indirect heat. If using a gas grill turn on only a few of the burners and leave the rest of for indirect heat
Lightly oil the steaks, Place on the hottest part of the grill.
Cook, covered until they develop a golden brown crust, 2-3 minutes per side. Move steaks to indirect heat and crumble blue cheese over the top; cover and continue cooking 2-5 min longer. Depending on desired doneness.