Combine 2 Tbsp of the olive oil, vinegar, and steak seasoning and brush over steaks.
Let marinate at room temperature while preparing an outdoor grill with a medium-high fire or heating a stovetop grill pan.
Brush onion slices and asparagus with remaining olive oil and season with half of the sea salt and pepper.
Grill onions 10 to 12 minutes, turning once, and asparagus about 8 minutes, turning several times.
Remove vegetables to a platter and reserve, loosely covered with foil.
Season steaks with the remaining salt.
Grill steaks 4 to 5 minutes per side, until internal temperature is 130 degrees F on an instant-read thermometer for medium-rare, 140 to 145 degrees F for medium.
Sprinkle steaks with crumbled Gorgonzola cheese and reserved grilled onions.