Halve fingerling potatoes lengthwise. Peel carrot and cut into 1/2" pieces on an angle. Trim and thinly slice green onions on an angle. Stem and mince parsley. Pat steaks dry, and season both sides with a pinch of salt and pepper.

Toss together potatoes, carrot, 2 tsp. olive oil, and a pinch of salt and pepper on prepared baking sheet. Spread into a single layer and roast until browned and fork-tender, 18-22 minutes. Remove from oven and set aside. While vegetables roast, prepare crust.

In a small mixing bowl, combine breadcrumbs, blue cheese, and green onions (reserving a bit for garnish). Mash mixture until thoroughly combined, but still a little chunky. Season with a pinch of salt and pepper.

Turn broiler to high. Warm 2 tsp. olive oil in a medium oven-safe pan over medium-high heat. Place steaks in hot pan and cook until steaks are browned and reach a minimum internal temperature of 145 degrees, 4-5 minutes on each side. Add blue cheese crust on top of each steak, pressing down firmly. Place pan under broiler and broil until cheese is melted and beginning to brown, 2-3 minutes. Watch carefully, as broilers vary in strength. Remove steaks from pan and rest 5 minutes.

In another small mixing bowl, stir together sour cream, half the parsley (reserving remaining for garnish), and horseradish to taste (the flavor can be strong, so taste as you go) until smooth. Season with a pinch of salt and pepper.

Place roasted vegetables on a plate. Place crusted steak against vegetables. Ladle a dollop of horseradish cream next to steak or serve on the side. Garnish with remaining parsley and remaining green onions.