Preheat the oven to 450 degrees F.
Slice roast open lengthwise in middle to create a pocket, being careful to not slice all the way through.
Salt and pepper the meat on all sides.
Heat a grill pan over high heat and brush roast with olive oil. Sear the roast on all sides. Remove from the heat, tent with foil and allow to rest for 15 minutes.
After the meat has rested, stuff pocket with the blue cheese. Tie the whole thing together with kitchen string. Return the tied meat to the grill pan, place into the oven and cook until it reaches an internal temperature of 125 degrees F, approximately 20 to 25 minutes. Remove from the oven, wrap in aluminum foil and allow to rest 15 minutes before serving.