Preheat the oven to 400 degrees F. Line a large baking sheet with foil.
Slice the cabbage crosswise from top to bottom into ½- to ¾-inch steaks. As you get closer to the core, you may want to slice some of the last steaks in half, but this is up to you. Roasting the cabbage makes it so tender that it doesn't matter if there are pieces of the core in some of the steaks. Place them in a single layer on the baking sheet(s). If you can't fit all of the steaks without some of them overlapping, use two baking sheets. Try to keep as many cabbage leaves intact as possible when you transfer the steaks. Discard or save any stray leaves for another recipe.
In a small mixing bowl, whisk together the olive oil, paprika, oregano, pepper, salt, basil, and cayenne pepper. Brush each side of the cabbage steaks with the mixture. Use a silicone brush if you have one to cover as much of the surface of the cabbage steaks as you can.
Roast the cabbage steaks for 23 to 25 minutes until golden brown and tender. If you are using more than one baking sheet, rotate them about halfway through the cooking time. Remove the baking sheet from the oven and sprinkle the blue cheese on the steaks. Cook for another 3 to 4 minutes until the cheese is melted and bubbling. Enjoy warm, sprinkled with chopped fresh chives.
If you are using a medium or large head of cabbage, you may need to make more of the seasoning. The steaks may also take more time to cook.
To make this recipe on the grill, cook for 3 to 5 minutes on each side. For a stovetop version, cook the steaks in a large skillet for 7 to 8 minutes on each side. For both techniques, add the blue cheese to the steaks a few minutes before they're finished cooking.
This dish is best when enjoyed right away, but leftovers will keep in an airtight container in the fridge for up to 3 days. Reheat on a lined baking sheet for 8 to 10 minutes at 300 degrees F or in the microwave for about 1 minute.
To prep this recipe ahead of time, follow the steps up until putting the steaks in the oven. Cover the baking sheet with plastic wrap or foil and keep in the fridge until you're ready to cook the steaks.