Begin by melting 2 tablespoons of unsalted butter in a large frying pan over medium heat. Once the butter is completely melted and bubbling, add the finely chopped banana shallot. Sauté for about 3-4 minutes until the shallot turns translucent and soft, releasing a delightful aroma. Then, stir in one minced garlic clove and cook for an additional minute, allowing the garlic to become fragrant without browning.

Pour in 1 cup of double cream and reduce the heat to low, stirring gently to combine with the sautéed aromatics. Immediately add about 4 ounces of crumbled Stilton cheese to the mixture. Continue to stir continuously for about 5 minutes, watching as the cheese melts and the sauce thickens slightly. Use the back of your spoon to help break down any larger cheese pieces, ensuring a smooth, creamy blue cheese sauce.

Once the sauce has thickened to your desired consistency, stir in 1 tablespoon of Worcestershire sauce and a few cracks of freshly ground black pepper. Make sure to mix thoroughly, allowing the seasoning to evenly distribute throughout the creamy blue cheese sauce. Adjust the heat to keep the sauce warm and remove from heat if it reaches a perfect velvety texture, ready to elevate your dish of choice!