In a small bowl, combine crushed cocoa powder, smoked rosemary, salt, and black pepper. Mix well to create an even seasoning blend.

Pat the filet mignon steaks dry with paper towels. Rub olive oil all over the steaks, then generously coat both sides with the cocoa-rosemary mixture, pressing gently to adhere the crust.

Preheat your grill or smoker to medium-high heat (about 400°F). If using a smoker, add wood chips for added flavor.

Place the crusted filet mignon on the grill. Cook for 4-5 minutes on each side for medium-rare, adjusting the time for your preferred doneness. Use a meat thermometer for accuracy (130°F for medium-rare).

In a medium bowl, combine softened butter and crumbled blue cheese. Use a hand mixer or fork to whip until smooth and creamy. Adjust seasoning if necessary.

Once the steaks are cooked to your liking, remove them from the grill and let them rest for 5 minutes. This allows the juices to redistribute.

Place each filet mignon on a plate. Top with a dollop of whipped blue cheese butter and sprinkle with freshly chopped chives for garnish.