Carefully mix the meats, bread crumbs, steak sauce, eggs, salt, and pepper with your hands, don't overmix. Lightly form hamburger patties and press lightly into shape, creating a small indentation in the middle so there's room for them to plump.
Prepare your indoor or outdoor grill.
Cook the hamburgers for 4 minutes on 1 side, then turn and cook 3 minutes on the other side for medium-rare, add about 30 seconds per side for each subsequent level of doneness.
Remove to a plate and cover with aluminum foil. Allow the hamburgers to rest for 5 minutes. Meanwhile, grill the buns, cut side down, for 1 minute, until toasted. Place a hamburger and blue cheese in each bun, and serve hot.