Preheat an outdoor grill or grill pan to high heat.
Sprinkle both sides of each steak generously with salt and pepper.
Grill steaks 4 to 5 minutes per side, or to your desired doneness.
While the steaks are cooking, melt butter in a medium saucepan. Add flour, using a whisk to make sure there are no lumps. When the mixture is combined and thickened, add milk or heavy cream, stirring continuously. Add in gorgonzola and stir until melted. Add roasted garlic cloves and whisk until smooth. Set aside.
When the steaks are done, transfer to a plate and tent with foil to rest for 2 to 3 minutes before serving. Serve with plenty of the roasted garlic cream sauce poured over the top.