Prep - Lightly sprinkle meat with salt and pepper. Rub a little oil over the beef and loosely cover plastic wrap and put in refrigerator until 1 hour before cooking. Crush the Roquefort and butter into a smooth, creamy paste. If too salty, mix in another ½ tbsp butter. Cover and refrigerate. Toast nuts. Chop shallot and parsley.
Sear Meat - Heat a large heavy skillet until very hot. Pat the roast dry with paper towels. Add 2 tsp oil and duck fat or clarified butter and heat over high heat until just smoking. Sear the meat, turning until browned all over, about 4 minutes. Transfer to a rack and let sit at least 20 minutes.
Make Sauce Base - Throw out cooking fat and add shallots and Madeira or Port to skillet and boil, scraping up browned bits, until reduced to a glaze. Add demi-glace/reduced stock, bring to a boil and reduce to syrup consistency. Set aside.
Roast Fillet - About 30 minutes before serving, preheat the oven to 450°F (232°C). Roast the beef fillet for 19 minutes to medium-rare, 135°F (57°C).
Finish Sauce - While roast is in oven, gently reheat the syrupy sauce left in the skillet and stir in the Roquefort butter ⅓ at a time until fully incorporated. Remove from heat and stir the cream into the sauce.
Serve - Spoon the sauce onto a heated serving platter. Slice meat into ¾-inch slices and arrange, overlapping over the sauce on the platter. Surround with mixed nuts, sprinkle parsley over, and serve immediately.