Heat a grill pan to medium heat.
Season the steak liberally with salt and pepper. Cook for 6 minutes on each side for medium rare.
Remove from heat, cover with foil to make a tent. Rest for 5 minutes before slicing steak. Cut into 1/8-inch thick slices. Transfer to a platter and ladle on Gorgonzola Cream Sauce.
Heat a medium size saucepan over medium heat. Add butter to melt. Saute shallots until tender. Add the heavy cream and let reduce by half. Turn heat to low, add the Gorgonzola and stir until it melts. Season, to taste, with salt and pepper.
If you prefer medium, cook for 8 to 10 minutes per side.