Add cream to a small saucepan, and heat over medium low until bubbles begin to form
Crumble ⅔ of the blue cheese (if in block form) and add to the cream. Using the flat of a spoon or spatula, stir the mixture, smashing the blue cheese crumbles into the mixture.
Once cheese has completely melted, turn off the heat. Add the 1 tsp worcestershire sauce and ½ tsp pepper and stir to mix evenly.
Crumble the remaining blue cheese and add to the sauce. Gently stir the mixture to allow for chunks to remain as desired.
Serve warm, over steak cooked to individual preference.