Preheat an indoor or outdoor grill to medium-high. Season the steaks with the salt and pepper. Grill the steaks to the desired doneness, allowing 3 to 4 minutes per side for rare to medium-rare. While the steaks cook, place the wine and cornstarch in a small pot and whisk well to combine. Set the pot over medium-high heat and bring to a simmer. Simmer until reduced by half. It should be lightly thickened and glaze-like in consistency. Divide the steaks among plates and drizzle an equal amount of the red wine glaze over each. Place a slice of the cheese on each steak and serve.