Preheat the barbecue to medium-high heat; lightly oil the plate.
Season the steak on both sides with salt and pepper. Cook about 5 minutes per side for medium-rare or to your liking. Let it rest in a warm area while proceeding with the recipe.
Heat olive oil in a large frypan over medium-high heat. Stir in the onion, and cook until it begins to soften, about 4 minutes. Pour in the Italian salad dressing and bring to a boil, then stir in the red capsicums and mushrooms. Reduce heat to medium and cook until the capsicums are tender, about 5 minutes.
Remove the vegetables from the frypan with a slotted spoon, and set aside. Increase the heat to medium-high, and add the red wine. Simmer the salad dressing and wine until it has reduced to a syrupy sauce, about 5 minutes.
Meanwhile, divide the spinach leaves onto serving plates. Thinly slice the steak. Spoon the warm, cooked vegetable mixture over the spinach leaves, then place the sliced steak on top. Spoon on the reduced red wine sauce and finally sprinkle with blue cheese.