Cut steaks into four equal pieces. Sprinkle with salt and pepper on both sides of each piece.
Heat half of the oil in a large skillet over medium-high heat and sear steaks on both sides. Reduce heat to medium and continue cooking until steaks reach desired cooking level. Remove steaks from skillet and keep warm.
Add the remaining oil and stir in minced onion and cook until softened and translucent, about 5 minutes. Season with paprika and cook for an additional minute. Increase heat to medium-high, then pour in wine. Simmer until the wine has reduced by half, then add the beef broth, return to a simmer, and cook for 2 minutes. Stir in the crumbled blue cheese until just melted.
To serve, pour the sauce over the steaks and sprinkle with chopped parsley.