In a large zip baggie, combine olive oil, parsley, and garlic. Sprinkle the steaks with salt and pepper. Add the steaks to the zip bag and move them around to coat all sides. Marinate the steaks 30 minutes at room temperature or chill in the refrigerator up to 1 day.
MAKE THE BLUE CHEESE TOPPING:
In medium bowl, mix the blue cheese, cream cheese, chiles, parsley, shallot and vinegar. Season the blue cheese topping to taste with salt and pepper. Let sit at room temperature while the steaks are marinating.
GRILL THE STEAKS:
Prepare the grill to medium-high heat. Place the steaks on the grill rack (some marinade should still cling to the meat). Cook 5 minutes. Turn steaks over. Grill until the steaks are medium-rare, about 5 minutes longer. Immediately transfer to serving plates and top with the blue cheese topping.