Season Filet Mignon (4) with Salt and Pepper (to taste) and arrange in a single layer in a large baking dish.
In a bowl, whisk together Extra-Virgin Olive Oil (1/4 cup), Dijon Mustard (1 tablespoon), Balsamic Vinegar (1/4 cup) and Fresh Rosemary (2 teaspoon). Pour mixture over filets and turn to coat. Marinate for 30 minutes.
Slice the Yellow Onion (2 cup). Melt the Butter (1 tablespoon) in a skillet over medium heat. Add the onions and cook until tender, then stir in Granulated Sugar (1 teaspoon). Continue cooking until onions are caramelized and set aside.
Cook your steaks through to the desired temperature either on a grill, a skillet, or in an oven. This should take around 10 minutes depending on the desired temp. A couple of minutes before your steaks are done, add a quarter of the onions on top of each filet as well as 1 ounce of Blue Cheese (4 ounce). Cheese should be soft to melted when the stakes are served.