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Season filets with salt and pepper. Saute seasoned filets in 1 tablespoon oil in a nonstick skillet over medium high heat. Cook 4 minutes, turn over, and saute an additional 2 minutes. Transfer to a plate, tent loosely with foil, and let filets rest 5 minutes.
Saute shallots and cranberries in 1 tablespoon oil in the same skillet over medium heat 1 minute. Deglaze with port and broth, then increase heat to high and boil until reduced by 1/3, about 3 minutes. Stir in Worcestershire, balsamic, and Dijon; simmer 1 minute.
Drizzle sauce over filets. Garnish with blue cheese and serve with green beans.
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