Heat a grill pan over moderately-high heat. Pat the steak dry with paper towels, then rub it with the oil and sprinkle it generously with salt and pepper.
Place the steak on the grill pan and cook until well seared on 1 side, 6 to 8 minutes. Turn and sear the second side, again for 6 to 8 minutes. Lower the flame to medium and cook, turning once, 10 to 15 minutes more for rare. To check for doneness, nick, peek, and cheat: make a 1/4-inch cut in the thickest part of the meat and take a peek; it should be slightly less done than you like it.
Remove the meat from the fire, cover it loosely with foil, and allow it to rest for 10 minutes before serving. Serve with 1 of the 2 sauces below or the herb butter.
In a small heavy saucepan cook the shallot in the butter over moderately low heat, stirring, until it is softened, add the wine, and boil the mixture until the liquid is reduced to about 1 tablespoon. Whisk in the flour and cook the mixture, whisking, for 3 minutes. Add the milk in a stream, whisking, and boil the mixture, whisking, for 2 minutes. Reduce the heat to low, whisk in the Roquefort, a little at a time, whisking until it is melted and being careful not to let the mixture boil, and strain the sauce through a fine sieve into a bowl. Stir in the parsley, season the sauce with salt and pepper, and serve it with roasted or grilled beef, veal, or pork Yield: about 1 cup;
In a small saucepan combine vinegar, wine, shallots, and dried tarragon and simmer over moderate heat until reduced to 2 tablespoons of liquid. Cool and strain through a fine sieve.
In the top of a double boiler whisk the egg yolks until they become thick and sticky. Whisk in the reduced vinegar mixture and pepper. Place the pan or bowl over a saucepan of simmering, not boiling water. Whisk until mixture is warm, about 2 minutes. (If mixture appears to become lumpy, dip pan immediately in a bowl of ice water to cool, whisk until smooth and then continue recipe.) The yolk mixture has thickened enough when you can see the bottom of the pan between strokes and mixture forms a light cream on the wires of the whisk.
While whisking the yolk mixture gradually pour in the melted butter, 1 tablespoon or so at a time whisking thoroughly to incorporate before adding more butter. As the mixture begins to thicken and become creamy, the butter can be added more rapidly. Do not add the milk solids at the bottom of the melted butter.
Season the sauces, to taste, with chopped tarragon, salt and pepper. To keep the sauce warm, set the pan or bowl in lukewarm water or in a thermos.
Yield: 1 to 1/2 cups