Salt and pepper your steaks. Cook on grill for 3 - 5 minutes on each side
Saute onions in 4 Tbsp of butter over high heat.
Cook 5 - 7 minutes, until onions are dark and have started to carmelize
Reduce heat to simmer and add in cream
Cook an additional 3 - 6 minutes (until you've got about half of the cream mixture left)
Stir in blue cheese until melted
Serve steaks on top of sauce