Main DishHow to Make Blue Cheese Crusted Filet Mignon with Port Wine Sauce admin Updated on June 24, 2024June 24, 2024 Leave a Comment on How to Make Blue Cheese Crusted Filet Mignon with Port Wine Sauce5 min read Indulge in Blue Cheese Crusted Filet Mignon with Port Wine Sauce. This elegant main course combines tender steak, bold blue cheese, and a rich port wine sauce.