Brush steaks with olive oil, then salt and pepper to taste. Place steaks on a hot grill and cook for 4 to 5 minutes on one side. While steaks are cooking, mix blue cheese, cream cheese, sour cream, and garlic together in medium-sized bowl and set aside. Turn steaks and cook for 3 to 4 minutes on second side. Remove steaks from grill and spread blue cheese mixture evenly among the 4 steaks. Please steaks back on hot grill and cook for an additional minute until cheese is slightly melted. Remove from grill and let stand for 5 minutes and serve. Note: Grilling time may vary depending on thickness of steaks and preference on doneness. This recipe is based on 1-1/2 to 2 inch steaks being served medium rare.