Start cooking it with lower heat until nearly at the desired temperature, making sure to position the tenderloin part farthest from the heat source. Finish it over high heat for a delicious seared crust. Always be sure to let it rest for 10 minutes before cutting. While it rests, place a pat of the compound butter on top to melt over the steak and add even more flavor.
Blue Cheese Compound Butter
Combine 1 cup unsalted butter, 6 oz. blue cheese, 1.5 teaspoons salt and 1/2 teaspoon pepper in a food processor until smooth. Refrigerate until ready to use.