Heat butter over medium heat and add mushrooms, salt and pepper. Sauté until soft, about 10 minutes. Add sherry and cook until most of the liquid is absorbed. Set aside until steak is finished cooking.
Getting the Perfect Sear
Let steaks sit out until they have reached room temperature. Cover with Montreal steak seasoning on both sides. Heat grill to as hot as it gets (I shoot for 600 degrees, if possible). Sear for 2-3 minutes on each side for black and blue. Cook longer for rare or medium rare. Let sit for 10 minutes and serve with blue cheese (see below for tips on selecting and using a blue cheese) and mushrooms. Re-heat the mushrooms if necessary before serving.
Picking the Perfect Blue Cheese
For this recipe, we used Fourme D'Ambert, a creamy, earthy, salty cheese with a hint of mushroom flavor. Let the cheese get to room temperature and spread on the cooked steaks like butter. Make sure to taste the cheese for saltiness before deciding how much to use as some blue cheeses can be quite salty.