I find it best to just take crumbled bleu, and lay it on a piece of plastic wrap. Take another piece of plastic wrap, lay it over the cheese, and press it into a "patty" of sorts. Keep the cheese in the plastic until ready to use.
If you're grilling the steak, just place the "patty" over the steak, close the lid, and wait a minute or two for the cheese to melt. If you're pan-searing and finishing in the oven, same thing, just top with cheese, and back in the oven to melt. Remember that you want to top the steak with cheese before it gets to your desired temp.