Pre heat oven to 400 degrees.
In a medium bowl, combine the ricotta, diced pear and heavy cream. Season with salt and pepper. Reserve.
In a large pot with boiling salted water, cook the conchiglioni shells until they are not yet al dente, about 2 - 3 minutes less than what the package suggests. When done, drain and run under cold water to stop cooking.
Make the gorgonzola sauce. In a saucepan, heat the butter, over medium low heat, until melted. Whisk in the flour and cook for a minute or so, to get rid of that raw flour smell. Slowly add the milk, whisking constantly, and cook until the sauce begins to thicken. Add the crumble gorgonzola and stir until the cheese melts and the sauce reaches desired consistency. It should be creamy but not too thick and spoonable. Season with salt and pepper.
Stuff shells with the ricotta pear mixture.
Add a layer of gorgonzola sauce to a medium sized baking dish or cast iron. Arrange the stuffed conchiglioni on top and pour the remaining sauce on top, reserving some to spoon on the steaks. Sprinkle the parmesan cheese and bake in the preheated oven for 10 to 15 minutes or until the pasta is al dente.
Optional: pop it under the broiler for 2 - 3 minutes or until golden and bubbly.
When the gratin is ready, remove from oven and let it rest for at least 5 minutes.
While the gratin is baking, cook the steaks. Season the filet mignon steaks generously with salt and pepper. Heat the vegetable oil in a cast iron or skillet, over medium high heat, until smoking. Add the steaks and sear for 2 to 3 minutes per side. Remove from pan to a cutting board when a thermometer reads 135 degrees F. Cover with foil and let the steaks rest for at least 5 minutes before serving.
Serve the steaks with the conchiglioni gratin, topped with the remaining gorgonzola sauce.