Meanwhile, place the blue cheese, mayo, sour cream and Worcestershire sauce in a sauce pan. Bring to a simmer until the blue cheese has melted in, about 3-5 minutes. Season with salt & pepper.
Serve the sliced roast with the Blue Cheese Sauce. Garnish with chives.
Recipe by Cook Eat Run at https://cookeatrun.com/2014/11/30/beef-tenderloin-blue-cheese-sauce/