Preheat oven to 400 degrees F. Line a baking sheet with foil; set aside.
In a small mixing bowl, combine bleu cheese, bread crumbs, herbs, and 1/2 teaspoon of olive oil; set aside.
Add 1 tablespoon olive oil to a large saute pan and heat over medium-high heat. Season steaks with salt and pepper and to add pan, but do not crowd. Sear 1 to 2 minutes per side just to brown. Remove pan from heat and transfer steaks onto prepared baking sheet.
Top each steak with 1/4 of blue cheese mixture. Finish cooking steaks in preheated oven for 4 minutes for medium-rare, 6 minutes for medium, and 8 minutes for well done.
Return pan to stove and deglaze with cognac by scraping bits from bottom of pan. Add remaining ingredients and bring to a boil over high heat. Reduce liquid by half.
Serve steaks hot with sauce.
Recipe courtesy of Sandra Lee, 2007