Let the steaks set out until they reach approx room temperature. (10-20 Min)
Salt and pepper steaks to taste, then brush the steaks with the olive oil.
For a gas grill, set burners to high and let preheat.
Once grill is heated and set to high, set steaks on grill for two minutes each side, searing the steaks.
After searing the steaks, set grill to the low setting, and cook each side for 5 minutes. This will give you perfect medium rare. Cook each side for another five minutes, giving you a nice medium. For medium well to well, continue to cook in five minute intervals, alternating sides.
Optional, on the last 5 minute interval, sprinkle crumbled blue cheese (to taste) on top of the steak.
Once desired level is achieved, remove from grill and cover for 5 to 10 minutes.