How to Make It
In a large, shallow dish, pour 1/4 cup of the bourbon all over the tenderloin steaks and cover.
In a small saucepan, boil the remaining 1/4 cup of bourbon over moderately high heat until reduced to 1 tablespoon, about 3 minutes. Add the cream and simmer until reduced by half, about 8 minutes; keep warm.
Drain the steaks and pat dry with paper towels; reserve the marinade. In a large, heavy skillet, melt 1 tablespoon of the butter. Season the steaks generously with salt and pepper and cook over high heat, turning once, until browned, about 4 minutes. Lower the heat to moderately high and continue to cook the steaks, turning once and basting occasionally with the bourbon marinade, until the steaks are medium rare, about 12 minutes.
Meanwhile, in a small bowl, mix the Roquefort with the remaining 2 tablespoons of butter until smooth. Slowly whisk the Roquefort butter into the bourbon cream until smooth. Remove the bourbon-Roquefort sauce from the heat and season with salt and pepper.
Transfer the steaks to a cutting board and slice 1/4 inch thick. Arrange the slices on plates, spoon some of the sauce on top and pass the rest at the table.