Cream the Unsalted Butter (1/2 cup) in a bowl then add the Blue Cheese (4 ounce), Worcestershire Sauce (1 teaspoon), Salt (to taste), and Ground Black Pepper (to taste). Cream again until smooth. Wrap the butter in plastic and freeze until firm.
Preheat the oven to 350 degrees F (180 degrees C). Bring the New York Strip Steak (2) to room temperature (steaks should be about 1-inch thick). Heat a cast iron pan until smoking hot over high heat on the stove. Carefully brush the pan with the Vegetable Oil (1 teaspoon).
Season the steaks to taste on both sides with salt and pepper. Carefully place the steaks on the hot grill pan and grill for 2 minutes per side.
Transfer the pan to the oven and let finish cooking for two minutes.
Remove the pan from the oven and let the steaks rest for 5 minutes. Serve with a pat of butter on each steak and enjoy!