Setup sous vide circulator. Fill a large pot or container with water (large enough to fit sealed bags with filets), then attach sous vide circulator and set to desired temperature (see chart below). We recommend 130 F for medium-rare.
Prepare the steak. Season steak on all sides with Kosher salt and pepper. Place steaks in vacuum seal bags (2 filets per bag), add any fresh herbs (if using), then seal. Use a vacuum sealer to remove all air. See note for instructions on using a Ziploc bag instead.
Cook filets. When water has come to temperature, place sealed bags into the water. If all air has been removed properly, they will not float. For medium-rare, cook for 1 hour - 1 hour 30 minutes. Carefully remove bags.
Reverse sear. Heat a large cast iron skillet over high heat. Meanwhile, season filets on all sides with additional salt and pepper. When very hot, add oil. Carefully place steaks in the hot pan, then cook for 1 - 1 ½ minutes, flipping the filets over every 15 seconds, until a deep golden sear has formed. Transfer to a plate, allow steaks to rest for 10 minutes, then slice and serve.
Make the gorgonzola cream sauce. While the steak is resting, make the cream sauce. Melt butter in a sauce pan over medium heat. Add shallot, then cook for 3 minutes, stirring often. Add garlic then cook an additional 30 seconds.
Pour in heavy cream, then increase the heat to high. Boil and reduce until thickened, about 3-4 minutes. Add gorgonzola and Parmiggiano Reggiano, then whisk until melted. Taste and season with salt and pepper to taste. Serve gorgonzola cream sauce on the side of steak.