Step 1Beat the butter with a wooden spoon or in a mixer until it is smooth and light, 2 to 3 minutes. Add the cheese and continue beating until smooth. Add the Cognac and beat until completely incorporated. Season generously with pepper and mix again. Taste for salt and add more if necessary (blue cheeses tend to be salty).
Step 2Spread the butter on a sheet of wax paper or plastic wrap in a line 6 inches long. Roll it up as for a sausage, forcing the butter into a cylindrical shape. Twist the ends of the wax paper in opposite directions to tighten the butter and remove air. Chill until firm. Slice into coins before serving.