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° F. 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° F and roast, 5-6 minutes per pound for rare (120-125°), 7-8 minutes per pound for medium (130-140°). 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.