Preheat grill to medium-high heat. Spray grill with nonstick nonflammable cooking spray.
In a large saucepan, melt 2 tablespoons butter over medium-low heat. Add onions, and cook, stirring frequently, for 20 minutes, or until onions are caramelized. Remove from heat, and set aside.
In a small bowl, combine 1 stick of butter and Gorgonzola; cover, and refrigerate until ready to use.
Sprinkle fillets evenly with salt and pepper. Grill fillets, covered with grill lid, for 4 to 6 minutes per side, or until desired degree of doneness. *Cook's Note: For a rare doneness, cook steaks on each side for 3 to 4 minutes. Transfer to serving plates and let sit for 5 minutes. Serve fillets with caramelized onions and Gorgonzola butter.
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