For the dressing, mash the blue cheese with a fork and blend with the sour cream, mayonnaise, Worcestershire sauce, salt, and pepper.
To make the sandwiches, cut the bread into 8 slices, each slice 1/4 inch thick. Spread 4 of the slices thickly with the dressing. Top with slices of beef and arugula and sprinkle with salt and pepper. Spread the rest of the slices of bread very lightly with butter and place, butter-side down, on top of the beef.
Fillet of Beef:
Preheat oven 500 degrees F.
Melt 2 tablespoons of unsalted butter.
Place beef on a baking sheet and pat the outside dry with a paper towel. Using a pastry brush coat the beef with the melted butter. Sprinkle evenly with salt and pepper. Roast for 25 minutes at 500 degrees F for medium rare.
Remove the beef from the oven, cover tightly with aluminum foil, and allow to rest at room temperature for 20 minutes before slicing.