• 3/4 cup dry white wine
• 1/4 cup minced shallots
• 1 cup whipping cream
• 3/4 cup crumbled Gorgonzola cheese (about 3 1/2 ounces)
• 1/2 teaspoon cayenne pepper
• 1/2 teaspoon dried thyme
• 1/2 teaspoon garlic powder
• 1/4 teaspoon white pepper
• 1/4 teaspoon black pepper
• 1/4 teaspoon salt
• 4 Filet Mignon (1 1/4" thick)
• olive oil

Boil white wine and minced shallot in medium saucepan over high heat until mixture is reduced by half, about 6 minutes. Strain mixture and return wine to pan. Add whipping cream and boil until sauce is reduced to 3/4 cup, about 10 minutes. Whisk in Gorgonzola cheese. Boil until thickened to sauce consistency, about 3 minutes. Season sauce to taste with salt and pepper. (Can be prepared 4 hours ahead.) Cover and refrigerate. Rewarm sauce over low heat before serving.)

Prepare barbecue (medium-high heat). Combine cayenne pepper, thyme, garlic powder, white pepper, black pepper and salt in a small bowl. Brush both sides of filet mignon with oil. Sprinkle spice mixture over both sides of filet mignon. Grill to desired doneness.

Arrange 1 filet mignon on each plate and spoon Gorgonzola cheese sauce over and serve.