Blend the butter and Roquefort cheese in a food processor until smooth, stir in the thyme. Turn out onto a sheet of cling film and form into a tight roll, place in the freezer until needed.
Slice 1cm rounds of the Roquefort butter, the rest can be returned to the freezer and used when needed. Heat the BBQ to high, brush the steaks with olive oil and season with salt. Grill over the hot coals for 3-4 min each side for rare, 4-6 min for medium, 7 min each side for well done.
Leave to rest for 10min, serve topped with a slice of Roquefort butter.