Discard Gorgonzola rind and in a small bowl stir together cheese and butter until smooth. On a sheet of plastic wrap form Gorgonzola butter into a log about 4 inches long. Chill log, wrapped in plastic wrap, until firm, at least 1 hour. Butter may be made 1 week ahead and leftovers can be used for other dishes.
Preheat oven to 450 degrees F.
In a 12-inch heavy skillet (preferably cast-iron) heat 1 1/2 tablespoons oil over moderately high heat until hot but not smoking and sear steaks until browned, about 2 minutes on each side, transferring to a shallow baking pan.
When steaks are just cool enough to handle, spread tops and sides with mustard and sprinkle with thyme, pepper and salt to taste. Roast steaks in middle of oven 8 minutes for medium-rare (coating should just begin to brown). Transfer steaks to a cutting board and let stand about 3 minutes. Cut butter into thin slices.
Cut each steak in half horizontally. Tuck a butter slice between steak halves and top steaks with another butter slice.