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Take your roast and place it on it's side. If it has any natural breaks, spread them out.
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Take a knife and butterfly it by cutting along the length toward the center. Spread out the cut, then cut again around the inside of the cut until you get a large flat piece.
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Your goal is a nice flat piece that you can roll up.
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Sprinkle both sides with salt and pepper.
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Heat a heavy pan over high heat and pre-heat your oven to 400.
Brush the meat with oil, then sear in the pan for 2 minutes.
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Then sear the other side for 2 minutes.
This will result in a medium final result. If you want it more cooked, sear an additional minute per side.
Remove from the heat and cover with foil to rest for 10-15 minutes.
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Crumble the blue cheese on the inside side of the seared roast, leaving the outer most section of the roast clear.
Feel free to sprinkle some chopped fresh herbs over the cheese if you desire (e.g. basil).
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Roll the tenderloin back up into a roast.
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Using cooking twine, tie the roast closed so it holds together.
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Loop the twine into a circle and then you can slide it under the roast.
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Continue looping the twine and tightening the roast until you've tied it every 3/4"-1".
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Flip the roast over and weave it through the loops on the bottom, then flip it again and tie it back to the original loop.
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Place the roast onto a baking sheet and insert a thermometer into the center.
A digital one would be nice so you can set it to alert you when it's done cooking.
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Bake the roast at 400 until the meat reaches 125. This will take 10-20 minutes depending how cool it got after searing.
The meat should coast to 130 after you remove it from the oven, which should be medium rare.
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Cover and let the roast rest for 10 minutes. Leave the thermometer in (if you remove it the juices may run out of the hole)
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Cut open the roast and you should be rewarded with creamy oozing blue cheese.
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Cut into 1" slices and serve!
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