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1
Lightly sprinkle meat with salt and pepper and rub a little oil on the beef (at this point you can refrigerate it, loosely covered with plastic wrap, for up to 24 hours).
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2
If meat is chilled, one to two hours before cooking remove meat from refrigerator - you want the meat to come to room temperature.
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3
Pat meat dry.
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4
Preheat oven to 350 degrees F.
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5
Heat a non-stick skillet and rub a little more oil all over the fillet, then sear it on all sides, about 4 minutes total.
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6
Transfer meat to a wire rack and let rest at least 20 minutes or up to several hours.
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7
Discard any fat in the pan, add the shallots and Madeira to the skillet and reduce to a glaze.
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8
Add the stock and reduce to a syrupy consistency, about 10 minutes.
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9
Add the cream and cook until the sauce has a nice beige color.
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10
Place the nuts on a baking tray and lightly toast, about 10 minutes.
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11
In a food processor mix the blue cheese and 4 Tbsp of the butter till smooth and creamy - if too salty, add up to another tablespoon of butter; separate into 4 parts and refrigerate.
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12
Preheat oven to 450 degrees F (30 minutes before the final cooking).
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13
Finish the beef fillet in the oven, 20 minutes for medium rare.
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14
Over low heat gently rewarm the syrupy sauce in the skillet; swirl in the cheese-butter pieces one by one.
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15
Spoon sauce onto warm serving plates.
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16
Slice meat and arrange in overlapping slices on the sauce, garnish with nuts mixed with parsley, and serve.
