Season steaks with seasoned salt and black pepper; arrange in a single layer in a large baking dish. Whisk olive oil, balsamic vinegar, mustard, and rosemary together in a bowl; pour over steaks and turn to coat. Marinate for up to 30 minutes.

Meanwhile, melt butter in a skillet over medium heat. Add onion slices; cook until soft, then stir in sugar. Continue cooking until onion slices are caramelized; set aside.

Preheat an outdoor grill for two-zone grilling, heating one side to high and one side to medium; lightly oil the grate.

Cook steaks on hotter side of grill for 10 minutes, turning once. When steaks are almost done, move to cooler side of grill. Top each steak with 1/4 each caramelized onions and blue cheese. Close the lid; cook until cheese is melted.