Preheat the oven to 400°F (200°C). Place a large cast-iron skillet on the stovetop and heat it over high heat for 5–7 minutes.

Pat the 4 filets mignons dry with paper towels.

Brush each filet lightly all over with the 2 tablespoons olive oil.

On a plate, combine the 2 tablespoons Fleur de sel and 2 tablespoons coarsely cracked pepper. Roll each filet in the salt-and-pepper mixture, pressing lightly so the mixture adheres and the steaks are evenly coated.

When the skillet is extremely hot, add the filets to the pan. Sear evenly on all surfaces: sear each side about 2 minutes, turning the steaks as needed so all sides (top, bottom, and edges) develop a brown crust — about 8 minutes total for searing.

Remove the skillet from the heat and arrange the filets flat in the pan. Top each filet with 1 tablespoon of the room-temperature unsalted butter (use all 4 tablespoons).

Transfer the skillet to the preheated oven and roast the filets for 6–8 minutes for medium-rare.

Remove the filets from the oven and place them on a platter. Tent tightly with aluminum foil and let rest for 5–10 minutes.

While the steaks are in the oven, make the sauce: pour 1½ cups heavy cream into a small heavy-bottomed saucepan and bring to a boil over medium heat.

Reduce to a simmer and cook about 20 minutes, stirring occasionally, until the cream is reduced by half and has thickened.

Remove the saucepan from the heat. Add the 2 ounces Roquefort cheese (crumbled) and stir until melted. Add ½ teaspoon salt and ½ teaspoon ground pepper, then stir in 1 tablespoon chopped fresh chives.

Spoon the warm Roquefort chives sauce over the rested filets mignons and serve.