Melt the butter in a large frying pan over a medium heat.
Add the chopped shallot and fry for 3-4 minutes, until softened.
Add the minced garlic and cook for a further 1 minute.
Add cream and Stilton, and heat over a low heat, stirring often until the Stilton melts and the sauce thickens slightly. This should take about 5 minutes. You can help the Stilton to melt down easier by crushing it with the back of your spoon when stirring.
Stir in the Worcestershire sauce and pepper.
You can serve right away, or let it continue to cook over a low heat (stirring often) for a few more minutes if you would like the sauce to thicken up further.
