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Pat the steaks dry with paper towel. Season the steaks with half each salt and pepper.
Select the "Red Meat" program and press "OK". Lightly grease the cooking plates with cooking spray. Once the purple indicator light has stopped flashing, place the steaks on the grill and close the lid.
Cook until the indicator light has changed to the colour of desired doneness; yellow for rare, orange for medium or red for well done. Transfer the steaks to a plate; tent with foil. Rest for 5 minutes before serving.
Meanwhile, melt the butter in a large, nonstick skillet set over medium heat. Add the mushrooms, garlic, thyme and remaining salt and pepper. Cook, stirring occasionally, for 5 minutes or until browned and tender. Stir in the balsamic vinegar. Remove from heat andstir in the parsley. Serve the steaks topped with the mushroom mixture and crumbled blue cheese.
Tips: Fluffy mashed potatoes and tender-crisp green beans are the perfect accompaniments to complete this simple, yet elegant meal. Tenderloin is a very lean cut of beef and can become dry when overcooked. For the best results, do not cook the steaks past medium doneness.