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Lightly sprinkle meat with salt and pepper. Rub a little oil on the beef and refrigerate, loosely covered with plastic wrap, up to 24 hours. |
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One to two hours before cooking, remove meat from refrigerator and pat dry. Preheat oven to 350°F. |
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Heat a non-stick skillet and rub a little more oil all over the fillets. Sear fillets on all sides, about 4 minutes total. Transfer to a wire rack and let rest at least 20 minutes. |
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Discard any fat in the pan, add shallots and Madeira and reduce to a glaze. Add the beef stock and reduce to a syrupy consistency, about 10 minutes. Add cream and cook until the sauce has a nice beige color. |
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Place the nuts on a baking tray and lightly toast in preheated oven, about 10 minutes. |
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In a food processor, mix blue cheese and 4 Tbsp. butter until smooth and creamy. (If too salty, add up to another Tbsp. butter.) Separate into 4 parts and refrigerate. |
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Preheat oven to 450°F. Finish the beef fillets in the oven for approximately 19-20 minutes for medium rare. |
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Meanwhile, over low heat gently rewarm the syrupy sauce in the skillet; swirl in the cheese-butter pieces one by one. Spoon sauce onto warm serving plates. |
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Slice meat and arrange in overlapping slices on the sauce. Garnish with nuts mixed with parsely. |
