Grilled Steak with Roquefort Sauce

This dish, which often appears on bistro menus in France, fits the need for a good steak served with something powerfully salty and rich (anchovy butter or a combination of butter, soy sauce, and ginger will also do the trick). Some might consider the sauce overkill, but not those of us who crave it. My favorite cheese for this sauce is Roquefort, which is made from sheep’s milk. But it’s entirely a matter of taste—Stilton, Gorgonzola, Maytag blue, or any high-quality, fairly soft blue cheese will work equally well. Don’t bother, however, trying to make this sauce with commercially produced domestic blue cheese, such as that sold precrumbled for salads. Not only will its taste be inferior, but it will not give the sauce the same creaminess. This is a case where the usually too-lean and mildly flavored tenderloin (filet mignon) will do just fine. Its tenderness is welcome and its blandness more than compensated for by the sauce. I’d still prefer a good strip steak or rib-eye, which are chewier and more flavorful, but you will notice their higher fat content when they’re combined with the rich sauce.