Make the butter:
Place the butter in a bowl and beat with a fork until it starts to become light and airy. Add the cheese, shallot, garlic, and parsley. Season with salt and pepper to taste and mix to combine. Cover the bowl and refrigerate for at least 30 minutes.
Make the steak:
Pat the steaks dry with paper towels and liberally season both sides with salt and pepper. Preheat the oven to 400°F. Heat the oil in a heavy-bottomed oven-safe skillet or sauté pan over medium heat until it shimmers and just barely begins to smoke. Add the steaks, working in batches if necessary. Sear the steaks without moving them until a golden-brown crust forms, 1 to 1½ 2 minutes. Flip the steaks and sear on the other side for 1 minute, then transfer the pan to the oven.