Prepare the Gorgonzola-Walnut Butter: In a small bowl, combine the Gorgonzola cheese, chopped walnuts, parsley, lemon juice, and Dijon mustard. Mix well until combined. Transfer the mixture to a sheet of plastic wrap and shape it into a log. Wrap tightly and refrigerate until firm, about 30 minutes.

Caramelize the Shallots: In a skillet over medium heat, melt 1 tablespoon of butter with 1 tablespoon of olive oil. Add the sliced shallots and a pinch of salt. Cook, stirring occasionally, until the shallots are soft and caramelized, about 10-15 minutes. Stir in the chopped rosemary and cook for an additional minute. Remove from heat and set aside.

Prepare the Filet Mignon: Pat the filet mignon steaks dry with paper towels and season generously with salt and pepper on both sides.

Sear the Steaks: In a large skillet, heat the remaining tablespoon of olive oil over high heat. Once hot, add the seasoned steaks and sear for 3-4 minutes on each side for medium-rare, or until desired doneness is reached. Use a meat thermometer for accuracy (130°F for medium-rare).

Add Butter and Shallots: During the last minute of cooking, add the remaining tablespoon of butter to the skillet along with the caramelized shallots. Spoon the melted butter and shallots over the steaks to enhance flavor.

Rest the Steaks: Remove the skillet from heat and transfer the steaks to a cutting board. Let them rest for about 5 minutes.

Serve: Slice the chilled Gorgonzola-walnut butter into rounds and place a piece on each filet mignon before serving. Garnish with additional fresh rosemary, if desired.