Remove the steaks from the fridge, season with salt, and bring to room temperature for about 30 minutes.
Prepare the mushrooms by scraping the brown gills out. This will keep the cream sauce prettier. Cut into slices.
Sear the steaks on both sides in a cast iron skillet to your desired doneness. Internal temperature should be between 130°F for rare up to 165° for well-done.
Remove the steaks to a platter to rest, then add the slices of mushrooms to the skillet. Cook the mushrooms until they have released their moisture, 10-15 minutes. Add the garlic slices and the thyme sprigs, and cook for 30 seconds, stirring.
Add the Worcestershire sauce and room-temperature cream stirring to combine all the flavors and to heat the cream. Finally, add the gorgonzola cheese.
Pour the sauce over the steaks and arrange the mushroom slices on top. Garnish with more thyme sprigs and serve with roasted potatoes and vegetables.