Preheat the oven to 400 degrees. Generously season the tenderloin steaks with salt and pat the crushed peppercorns all over them. In a large skillet, heat the vegetable oil. Add the steaks and cook them over moderately hight heat until they are browned, about 4 minutes per side. Transfer the steaks to a rimmed baking sheet and roast them in the oven for about 12 minutes, or until an instant-read thermometer inserted in the center of 1 of the steaks registers 130 degrees for medium-rare meat.
Meanwhile, wipe out the skillet with a paper towel. Add the balsamic vinegar and the sugar and boil over high heat until the vinegar is reduced to 1/3 cup, about 3 minutes. Top the tenderloin steaks with the Gorgonzola cheese and roast them for 2 minutes longer, or until the Gorgonzola is just melted. Transfer the tenderloin steaks to plates, drizzle them all over with the balsamic reduction and serve right away.
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