Preheat oven to 400 degrees F.
In a small bowl, combine the Italian seasoning, black pepper, paprika, salt, and cayenne. Season each piece of fish with the rub.
Heat a large skillet over medium-high heat and add the butter and oil. Once the butter has melted, add the fish and cook about 2 minutes per side.
Transfer the whole pan to the oven and cook for another 4 to 6 minutes.
For the sauce:
Place the white wine into a medium saucepan and reduce by half. Add the heavy cream and allow to reduce. Add the blue cheese and whisk until smooth. Serve on top of the salmon.