The combination of blue cheese with beef is one of my favourite. There are so many different kind of blue cheese and they all have their individual taste. This sauce taste very different depending on which blue cheese I chose. And basically, I use different ones every time to make variations from one time to another.
Good cheese to use for the sauce are Stilton, Roquefort, Dorset Blue Vinney, Danish blue cheese (Danablu), Cabrales (Spanish blue cheese) or Gorgonzola. Gorgonzola Piccante will have a stronger blue cheese taste than Gorgonzola Dolce which will be very mild and quite smooth in the taste. The later a good choice to use if one is not custom to the stronger blue cheese flavour.
In Sweden Kvibille ädelost is a good choice to use. Kvibille has a wide variant of blue cheese and choosing the Calvados or Whiskey flavoured ones will bring variations to the sauce. If using the Calvados or Whiskey ones I suggest to add a tabelspoon of Clavados or Whisky to the sauce to enhance the flavour. If you are not in Sweden and still want a taste of Calvados or Whiskey you can of course add this to the sauce as well. Again a variation on the sauce.
Remember Life is too short to not eat and drink well!