Preheat oven to 425° F.
Combine the blue cheese, walnuts, parsley and 1 tsp of oregano in a bowl and mix well. Cut a long pocket in the top of the tenderloin, starting and ending 1/2 inch from the ends, cutting to within 1 inch of the bottom. Spoon the cheese mixture into the pocke Tbsp Press the sides of the meat together and secure with string. Rub the remaining tsp of oregano, salt and pepper on the tenderloin.
Roast until an instant-read thermometer inserted in the thickest part of the meat reads 145° F for medium, about 25 to 45 minutes (the temperature will continue to rise 5 to 10° F out of the oven). Let stand for 5 minutes.
Remove to a platter and cover loosely with aluminum foil. Place the roasting pan over medium-high heat and add the beef broth. Cook until heated through, stirring to deglaze the pan. Pour into a sauceboa Tbsp Slice the tenderloin and serve with the pan juices.Servings: 8