Start by taking the beef out of the fridge. Let it come to room temperature for at least 30 minutes. This will help it cook evenly.
Preheat your oven to 425°F (220°C). Season the beef generously with kosher salt, cracked black pepper, and minced garlic. Don’t be shy—this is your flavor base.
In a large oven-safe skillet, heat a tablespoon of olive oil over medium-high heat. Once hot, add the beef. Sear all sides until they develop a rich brown crust, usually about 3-4 minutes per side.
After searing, transfer the skillet to the preheated oven. Roast the beef until it reaches your desired doneness—about 20-25 minutes for medium-rare. Use a meat thermometer to check for 130°F (54°C).
While the beef is cooking, prepare the sauce. In a saucepan over medium heat, combine heavy cream and simmer gently.
Add the Gorgonzola, salt, and pepper, whisking until the cheese melts and the sauce thickens. Stir in the Parmigiano-Reggiano cheese, parsley, and lemon juice. Let it simmer for a few minutes more.
Remove the beef from the oven, and cover it loosely with foil. Let it rest for 10-15 minutes. Resting allows the juices to redistribute, making the meat even more succulent.
Slice the beef into equal portions. Drizzle the rich Gorgonzola sauce over each serving. You can add freshly chopped parsley for a pop of color.