Soak the onion slices in a bowl of cold water, about 10 minutes. Pierce the steaks with a fork and season with salt and pepper. Mix the Worcestershire and hot sauce in a baking dish, add the steaks and turn to coat; set aside while you prepare the butter and salad.
Mash the butter, blue cheese and 1 tablespoon parsley in a small bowl and season with salt and pepper. Drain the onion and pat dry, then toss with the celery, 1 tablespoon olive oil and the remaining 2 tablespoons parsley in another bowl. Grate the zest from half of the lemon into the celery mixture and squeeze in all of the juice. Season with salt and pepper and toss.
Heat a large cast-iron skillet over high heat, then add the remaining 2 teaspoons olive oil and cook the steaks until browned on the bottom, 3 to 5 minutes. Flip and continue to cook 3 to 5 more minutes for medium-rare. Transfer to a plate and let rest 5 minutes.Top with the blue-cheese butter and serve with the celery salad.