Take a chunk of blue cheese as needed. Place the cheese in a tight-fitting container.
Prick the cheese in several places with a skewer to allow the wine to saturate it. Cover the cheese with Port wine. Close the container and let the cheese soak in the fridge for 2 days. Then, flip the cheese over and add extra port if needed. Place in the fridge for a further 2 days before serving.
Store for 2-3 weeks in the fridge or until best before on the main product label.