Preheat the oven to 450°F.
Toss the potatoes on a baking sheet with the oil, salt, and pepper. Roast until the potatoes are fork-tender, but not mushy, about 15-20 minutes.
Toss the mushrooms with 1 tablespoon olive oil on a baking sheet and roast for 8-10 minutes, until tender.
In a large skillet, melt the butter over medium-low heat. Add the onions and cook, stirring, until translucent but not colored, reducing the heat as necessary. Add the thyme, garlic and ½ teaspoon salt. Stir in the roasted mushrooms, balsamic, beef stock, and soy sauce and simmer until thickened and syrupy. Season with salt and pepper to taste and stir in parsley.
To make the blue cheese cream, melt the butter in a small saucepan. Stir in the flour and cook for 5-10 minutes over low heat, until the raw flour smell is gone. Add the shallot and cook for 2 minutes. Whisk in the milk and bring to a simmer over medium heat. Reduce to low and stir in the blue cheese until melted, about 5 minutes. Season with salt and pepper to taste and finish with fresh parsley.
Reduce the oven to 350°F.
Heat the oil in a large skillet or grill over high heat. Add the steaks and sear each side for 1-2 minutes, until crisp and dark brown. Transfer to a baking sheet and finish cooking in the oven to your desired doneness, 8 to 12 minutes. Rest for 5 minutes before slicing on the diagonal.
To serve, divide the steak and potatoes between plates. Top with balsamic onions and mushrooms and drizzle with blue cheese cream.