There is nothing more heavenly than a thick drizzle of gorgonzola cream sauce over a beautiful cut of meat. Beef tenderloin is an amazingly tender and delicious choice for a small holiday feast, but the sauce works equally well over a roasted tri-tip or grilled steak, for a less expensive option. Serve with mashed potatoes or country bread to help scoop up any extra cream sauce.
Preheat oven to 450 degrees. Spread butter liberally over the entire tenderloin, including the sides. Season tenderloin heavily with salt and pepper (about 2 teaspoons of each). Place meat, fat side up, in a shallow roasting pan.
Place in the oven, reduce heat to 350 degrees and roast, 5-6 minutes per pound for rare (120-125 degrees), 7-8 minutes per pound for medium (130-140 degrees). Insert an instant read thermometer in the side of the roast to the middle to check for doneness. Do not overcook. Tenderloins should not be cooked beyond medium-rare.
Remove from oven and cover with foil to rest for 15 minutes. Temperature will rise a bit when resting.
While roast is baking, make cream sauce. In a large saucepan, bring cream to a boil. Reduce heat and simmer for about 30 minutes, or until cream is reduced by half and has become like a thick, white sauce. Add crumbled blue cheese, Parmesan cheese, salt, pepper, nutmeg and parsley. Taste for seasoning. Serve immediately.