1. Preheat grill to 350° to 400° (medium-high) heat. Snap off and discard tough ends of asparagus. Place potatoes in a single layer in center of a large piece of heavy-duty aluminum foil, and drizzle with 2 Tbsp. olive oil. Bring up sides over potatoes; double fold top and side edges to seal, making a packet. Sprinkle steak with ground pepper and 1/2 tsp. salt.
2. Grill steak, potatoes (in foil packet), asparagus, bell pepper, and onion at same time, covered with grill lid. Grill potatoes and steak 7 to 8 minutes on each side or until steak reaches desired degree of doneness and potatoes are done, using tongs to shake foil packet just before turning. Grill asparagus, bell pepper, and onion 4 to 5 minutes or until tender. Let steak and vegetables stand 10 minutes.
3. Meanwhile, whisk together vinegar and next 6 ingredients in a small bowl. Place potatoes in a large bowl; toss with half of vinegar mixture, reserving remaining vinegar mixture.
4. Cut steak diagonally across the grain into thin strips. Toss together steak, potatoes, and grilled vegetables, and top with blue cheese. Drizzle with reserved vinegar mixture.
Note: We tested with Melissa's Dutch Yellow Baby Potatoes.