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Pat the steaks dry with a paper towel. Season the steaks with half of the salt and pepper, keeping the remaining for later use.
Turn the grill on. Select the program Red Meat and press OK. Lightly grease the cooking plates with cooking spray. Once the purple indicator light has stopped flashing, place the steaks on the grill and close the lid.
Cook until the indicator light has changed to the color of desired doneness; yellow for rare, orange for medium or red for well done. Transfer the steaks to a plate; tent with foil. Rest for 5 minutes before serving.
Meanwhile, melt the butter in a large, nonstick skillet set over medium heat. Add the mushrooms, garlic, thyme and remaining salt and pepper. Cook, stirring occasionally, for 5 minutes or until browned and tender. Stir in the balsamic vinegar. Remove from heat and stir in the parsley. Serve the steaks topped with the mushroom mixture and crumbled blue cheese.