About 1 hour before grilling, whisk together sea salt, black pepper, garlic powder, dried parsley, thyme, paprika, and onion powder to make the dry rub.
Pat steaks dry with paper towels, then generously season both sides with the dry rub and rub it into the meat. Cover and chill until about 20–30 minutes before grilling.
About 20 minutes before grilling, remove steaks from the refrigerator to come to room temperature and preheat the grill to medium-high (about 450–500°F).
To make the gorgonzola sauce: in a small saucepan over medium-low heat, melt the butter, add minced garlic and cook 1 minute until fragrant, stirring frequently.
Add the heavy cream, stir, and simmer very gently for about 5 minutes until it reduces slightly, then reduce heat to low.
Whisk in the gorgonzola, parmesan, and Dijon mustard until smooth and thickened; season with salt and pepper to taste, then remove from heat and stir in chopped parsley. Keep warm and covered.
Clean and oil the grill grates. Place steaks over direct heat and grill with the lid closed about 5–6 minutes per side for medium doneness ranges noted below, flipping once. If steaks stick, wait until they release easily before flipping.
Use a meat thermometer and remove steaks from the grill about 5°F below desired final temperature (suggested guide: 135°F for medium-rare, 145°F for medium, 155°F for medium-well, 165°F for well-done).
Let steaks rest about 5 minutes before serving.
Serve each steak with a spoonful of gorgonzola sauce and top with fresh parsley and optional chives.