For Gorgonzola butter, in a small bowl stir together Gorgonzola cheese, cream cheese, butter, and nuts. Shape mixture into a 1-inch-diameter log. Wrap in plastic wrap and chill about 1 hour or until firm.
Trim fat from steaks. Sprinkle steaks lightly with salt. For a charcoal grill, grill steaks on the rack of an uncovered grill directly over medium coals to desired doneness, turning once halfway through grilling. Allow 10 to 12 minutes for medium-rare (145 degrees F) or 12 to 15 minutes for medium (160 degrees F). (For a gas grill, preheat grill. Reduce heat to medium. Place steak on grill rack over heat. Cover and grill as directed.)
To serve, cut butter into eight slices. Place two slices on each steak.