Cover pepper pieces with water in a small saucepan. Bring to a boil; reduce heat and simmer 20 minutes uncovered, or until quite soft. Drain and purée in a blender until almost smooth. Season with a pinch of salt and pepper.
Using a fork, mash cream cheese with blue cheese until blended.
Heat oil in a large frying pan over medium heat. When very hot, add steaks. For medium rare to medium doneness, fry 3 to 4 minutes or just until juices begin to rise.
Spread red pepper coulis on part of warmed plates, place steak over sauce, and top with a dab of cheese mixture.
Makes 2 servings.