Adjust oven rack to middle position and heat oven to 275 degrees.

Pat steaks dry with paper towels and sprinkle evenly with 1 teaspoon salt and ½ teaspoon pepper.

Place steaks in 12-inch ovensafe nonstick skillet and roast until steaks register 115 degrees (for medium-rare), about 25 minutes, or 125 degrees (for medium), 30 to 35 minutes.

Meanwhile, combine shallot and oil in liquid measuring cup. Microwave for 3 minutes, stir, and then microwave 1 minute longer.

Repeat stirring and microwaving in 1-minute increments until shallot begins to brown, about 3 minutes longer.

Using fork, transfer shallot to paper towel–lined plate and season with salt to taste; reserve 3 tablespoons oil.

Let shallot sit until well drained and crisp, about 5 minutes; set aside.

Whisk vinegar, mustard, ¼ teaspoon salt, and pinch pepper together in bowl.

Whisk in 2 tablespoons reserved oil until smooth.

Stir in blue cheese until mostly smooth; set aside.

Remove steaks from skillet.

Heat remaining 1 tablespoon reserved oil in now-empty skillet over medium-high heat until just smoking.

Place steaks in center of skillet and cook until well browned on both sides, 1 to 2 minutes per side.

Transfer steaks to plate, tent with aluminum foil, and let rest for 10 minutes.

Meanwhile, melt butter in now-empty skillet over medium heat.

Add asparagus to skillet; cover; and cook until asparagus is bright green and just tender, 3 to 5 minutes.

Uncover and sprinkle with remaining ¼ teaspoon salt and remaining ¼ teaspoon pepper.

Increase heat to medium-high and continue to cook, turning spears, until asparagus is tender and well browned, 3 to 7 minutes.

Dollop blue cheese mixture onto steaks and sprinkle with fried shallot and parsley.

Serve steaks with asparagus.