Process vinaigrette and preserves in a blender until smooth. Place steaks and vinaigrette mixture in a shallow dish or a large zip-top plastic freezer bag. Cover or seal, and chill at least 2 hours. Remove steaks from marinade, discarding marinade.
Grill, covered with grill lid, over medium-high heat (350° to 400°) 5 to 7 minutes on each side or until desired degree of doneness. Remove to a serving platter, and sprinkle evenly with salt and pepper; keep warm.
Heat cheese in a small saucepan over low heat, stirring often, 2 to 4 minutes or until melted. Serve cheese sauce with steaks.