In a large zip-style bag, combine the marinate ingredients and rub together with your fingers on the outside of the bag. Place the steaks in the mixture and let marinate for 4 to 24 hours. Allow the steaks to come to room temperature while preparing the grill. Meanwhile, mix the butter, blue cheese, roasted garlic and minced shallot in a small bowl. Season with salt and pepper to taste.
Grill the steaks for about 6 minutes on each side, or until desired doneness. Let rest on a plate, covered with aluminum foil for about 5 to 10 minutes. Top each steak with blue cheese butter mixture and serve.