Preheat an outdoor grill for medium-high heat and lightly oil the grate.
Set oven rack about 6 inches from the heat source and preheat the oven's broiler.
Stir butter and horseradish together in a bowl until evenly mixed. Fold blue cheese crumbles into the butter mixture.
Mix bread crumbs thoroughly into topping.
Grill steaks until they start to firm and are reddish-pink and juicy in the center, about 4 to 5 minutes per side for medium rare. An instant-read thermometer inserted into the center should read 130 degrees F (54 degrees C).
Transfer steaks to a broiler pan.
Spread about half the blue cheese mixture atop each steak.
Cook steaks under the broiler until the crust becomes golden, about 3 minutes.
