Toss potatoes with 1 tablespoon oil and 1/4 teaspoon each salt and pepper in a large bowl. Spread evenly on a rimmed baking sheet. Roast for 15 minutes.
Toss asparagus with the remaining 1 tablespoon oil and 1/4 teaspoon each salt and pepper in the bowl. Stir into the potatoes on a baking sheet.
Sprinkle steak with garlic powder, rosemary and the remaining 1/4 teaspoon each salt and pepper. Place on top of the vegetables. Roast until the steak is cooked and the vegetables are tender, 10 to 15 minutes more.
Transfer the steak to a serving platter. Stir blue cheese into the vegetables and serve with the steak.