Remove steaks from the refrigerator about an hour before you are ready to cook. Rub each with avocado oil, salt, and pepper.
Preheat a well seasoned cast iron skillet on high for about 4 minutes. When skillet is hot, cook steaks 4 minutes on the first side, until a deep golden brown crust forms.
Flip with tongs or a spatula, and cook an additional 3 minutes on the second side, or until internal temperature reaches 130°F for medium rare. Remove from heat and allow to rest at least 10 minutes before serving.
While steak is resting, melt butter in a skillet over medium heat. Saute onion until golden brown and tender, about 7 minutes. Add garlic, cook until fragrant, about 2 additional minutes.
Stir in heavy cream and blue cheese, cook and stir constantly until cheese is melted and mixture is thickened and bubbly, about 5-6 minutes. Serve over hot mashed potatoes and steak.