In a medium, nonreactive skillet, heat the oil over high heat. When the oil is hot, sear the meat on both sides until well browned, about 3 minutes per side for medium rare. Transfer the filets to a platter and tent them with foil to keep warm.
Pour the excess oil out of the pan, making sure to hold back the cooked-on juices and browned bits. Reduce the heat to medium high and add the butter. When the butter is melted, add the shallots, sautéing until softened, about 1 minute. Add the wine and cook at a vigorous simmer, scraping up the browned bits with a wooden spoon and reducing until the liquid is very syrupy. Add the broth and rosemary; continue boiling until the liquid is reduced by half. Remove from the heat.
Stir in the blue cheese, along with any juices that have run off the filets; the cheese should melt just slightly. Spoon the sauce over the filets, garnish with the chopped pine nuts, and serve.
nutrition information (per serving):
Photo: Scott Phillips