Rinse steaks and pat dry; place in a 1-gallon zip-lock plastic bag. Set onion slices in a single layer on a plate. Drizzle 2 tablespoons Port and 1 teaspoon oil over onions. Pour remaining Port and oil over meat; seal bag and turn to coat. Let stand at least 30 minutes, or cover the onions and chill meat and onions up to 2 hours.
In a small bowl, beat gorgonzola and butter until well blended and creamy.
Lift steaks from marinade (discard marinade) and lay on an oiled barbecue grill over a solid bed of medium coals or medium heat on a gas grill (you can hold your hand at grill level only 4 to 5 seconds). Lay onion slices around steaks. Close lid on gas grill. Cook steaks, turning once, until browned and done to your liking in center of thickest part (cut to test), 16 to 18 minutes for medium-rare. Cook onions, turning once, until lightly browned on both sides, 16 to 18 minutes.
Transfer steaks to plates and top with grilled onions, separated into rings. Let rest in a warm place for 3 to 5 minutes. Garnish each with a dollop of gorgonzola butter. Sprinkle with parsley and salt and pepper to taste.