Season all surfaces of the steak with black pepper and coarse salt. Press the seasoning onto the steak so it really sticks.
Heat an oven-safe skillet over medium-high heat. As it heats, wrap a strip of bacon around each steak. Use a toothpick to secure the bacon (stab it through the ends). Set aside.
Preheat the oven to 375 degrees F. You'll need it soon enough for the steaks.
In the meantime, take the remaining strips of bacon and chop into small chunks. Cook them on the skillet until they're no longer translucent (about 4 minutes). Set onto a plate lined with paper towels to absorb any excess grease. This will be used for part of the topping, so you can set it aside for now.
Sear the meat for 1 minute on each side. This starts to cook the bacon and give the steak a nice, crisp crust like you'd find at a restaurant (this also keeps it from getting all dried out and jerky-like). Resist the urge to smoosh the steaks with your spatula to "speed up" the sear! It just forces out the juices and drains the flavor from the steaks.
Add a tablespoon of blue cheese (or gorgonzola) and a sprinkling of the cooked bacon bits on top of each steak and place them in the oven for 7-10 minutes. If you're using an oven-safe skillet, you can just put the whole skillet (steaks and all) into the oven.
Remove the steaks from the oven and let them sit for 2-3 minutes. Slice one open and see if it's your desired level of doneness. You can always cook it longer if you'd like. Once the steaks are ready to serve, remove the toothpicks.
Recipe by Collegiate Cook at https://collegiatecook.com/2014/04/01/date-night-recipes-gorgonzola-crusted-steak/