In a food processor, pulse butter until whipped, and add salt and cheese. Pulse again just until incorporated. Dollop the compound butter towards 1 side of a piece of natural parchment paper or plastic wrap. Roll into a log, twisting opposite ways on both ends to create a tightly wrapped log of butter. Refrigerate for at least 1 hour to set. (Can be stored up to 1 week in the refrigerator and up to 1 month in the freezer.) This could be made into 2 logs, as you will only need half this recipe for the steaks.
Preheat oven to 400 degrees F.
Once butter log is set, slice 1/2 the whole log into 1/4-inch disks. Cut a slit in the side of each fillet, and stuff with a butter disk. Tie each fillet with kitchen twine to keep it shape and sprinkle pepper each side.
Add the olive oil to a large oven-proof skillet over medium-high heat. Once hot, sear each fillet until brown on both sides, about 3 to 5 minutes per side. Move skillet into the preheated oven to cook to desired doneness. Put another disk of the compound butter on top of each fillet just about 3 minutes before removing from oven, to just begin to melt but not melted completely. Remove from the oven and place on serving plates. Eat and enjoy!