Add all marinade ingredients into blender and blitz until smooth. Pour half into a large freezer bag with 2 steaks, and half in a second bag with the other 2 steaks. Reserve one tablespoon of marinade to make cheese sauce.
Marinate steaks in mixture for 8 hours or overnight if possible.
When ready to cook, remove steaks from marinade and grill or pan fry evenly on both sides until cooked to preferred doneness.
In a small saucepan over medium heat, add goat cheese, milk, and reserved marinade. Stir until hot and completely mixed, about 5 minutes.