Stir together butter, blue cheese, ¼ teaspoon pepper, and garlic powder in small bowl until combined. Shape butter mixture into a log, about 1½-inch in diameter, on piece of plastic wrap. Refrigerate compound butter 2 hours or until firm.

Whisk together ½ cup hot sauce, soy sauce, 2 tablespoons vegetable oil, chili powder, minced garlic, and remaining 1 teaspoon pepper.

Place steaks in large resealable plastic bag. Pour hot sauce marinade over steaks; seal bag. Turn bag to evenly coat steaks with marinade. Refrigerate 30 minutes to 2 hours, turning bag occasionally.

Preheat a charcoal or gas grill for direct grilling over high heat (450°). Place 10-inch cast iron skillet on grill rack to preheat. Remove compound butter from refrigerator; set aside at room temperature to soften.

Add remaining 2 tablespoons vegetable oil to skillet on grill. Remove steaks from marinade; discard marinade. Pat steaks dry with paper towels. Place steaks in hot skillet; cook 6 to 8 minutes or until steaks reach 130° for medium-rare doneness, turning halfway through. Transfer steaks to cutting board; loosely cover with foil and let rest 5 minutes.

Move skillet to coolest area of charcoal grill or turn off gas grill. Add carrot, celery, and celery leaves to hot skillet. Cook 2 to 3 minutes or until crisp-tender, stirring occasionally.

To serve, return steaks to skillet with vegetables. Drizzle with additional hot sauce, if desired. Slice compound butter and place slices on top of steaks.