Gorgonzola is a creamy Italian blue-veined cheese with a strong flavour that compliments the beefy flavour of this grilling steak well but feel free to substitute with goat cheese, Brie or any other blue cheese. And if you can’t find the Wing steaks (a.k.a. Bone-in Strip Loin Grilling Steak), go for the traditional boneless Strip Loin cut.