The walnuts add crunch and flavor to the classic pairing of filet mignon and blue cheese.
*Demi-glace (also known as demi-glaze) is a combination of brown sauce, beef or veal stock and Madeira wine or sherry. All ingredients are reduced by half to concentrate flavor. You can buy demi-glace in specialty grocery stores, or you can use reduced beef stock or a good red wine in its place.