Season the room-temp NY Strip steaks generously with the Bourbon Prime rub.
Preheat your charcoal grill for direct cooking at medium-high heat (around 375F).
Preheat your cast-iron skillet over the fire with the canola oil for 1 minute. Once hot, place each of the steaks down carefully.
Cook the steaks for about 4 minutes on the first side. Once you flip, add the butter, garlic, and thyme into the skillet. Tilt the skillet slightly and baste the steaks with a spoon. You’ll be cooking for about another 4-6 minutes. Once the steaks are at your target temperature, pull them off to rest. You’ll want to pull the steaks around 125-130F internal temp for medium-rare.
As the steaks rest, add the sliced mushrooms to the pan. Cook them for about 5 minutes, stirring occasionally until you see the liquid evaporating. Once the liquid is mostly gone, add in the Worcestershire and minced garlic. Stir to cook for 1 minute, and add in the room-temp cream, and then the crumbled gorgonzola. Stir and cook until it reduces and thickens to desired consistency, about 5-6 minutes.
Slice the steaks and serve with the creamy sauce. Enjoy!