On the side of each filet, cut a 2-inch slit with a sharp paring knife forming a pocket for the cheese. Stuff each steak with 4 tablespoons of cheese.
Rub steak with a little olive oil, just to barely coat, about 1/2 tablespoon per steak. Season the steaks with Montreal steak seasoning.
Heat barbecue or grill to high. Grill on both sides until it reaches your desired doneness.
Place each steak on the plate with a helping of garlic mashed potatoes and vegetable kabobs. Top steaks with more blue cheese if desired.
Makes: 4