Prepare outdoor grill with medium-hot coals, or heat gas grill to medium-hot (to broil, see below).
Season steaks with salt and pepper. Grill steaks, covered, about 6 minutes per side or until instant-read thermometer inserted in center registers 145 degrees F for medium-rare.
Meanwhile, blend together blue cheese and butter in small bowl until creamy. Equally divide blue cheese mixture over steaks. Keep steaks on grill another 30 seconds or until butter melts. Garnish with parsley.
To broil: Heat broiler. Grease broiler-pan rack. Broil steaks about 6 minutes on each side for medium-rare. Spread blue cheese mixture over each steak. Broil 30 seconds.