4 individual filet mignons, at least 1-1/2 inches thick
1/2 pound creamy blue cheese (imported stilton, gorgonzola)
1/2 to 3/4 cup port wine
1 tbsp. olive oil
2 tbsp. butter

With a very sharp knife, cut a small slit in one side of each filet, then cut as large a pocket as possible, inside the meat. Stuff the pockets with crumbled blue cheese; if slits are large, close with toothpicks.

Heat the oil and butter in pan until hot but not smoking. Pan fry the filets until medium rare, turning only once or twice to avoid disturbing the cheese (meat is medium rare when clear red juices rise to the surface of the meat)
Remove filets to plate and keep warm (covered or in 250 degree oven).

Quickly add port wine to pan, and scrape up meat bits, juices, and any cheese that has leaked out. Boil down sauce for a few minutes until it has reached desired consistency (add any juices that have leaked from the reserved meat).Arrange meat on platter, pour sauce over top and serve.