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!
Recipe courtesy of Claire Robinson