Preheat your smoker to 225º F (107° C).
Use your favorite rub to season all sides of the steak thoroughly.
Place your steak on the smoker and close the lid.
Stir together softened butter, goat cheese, pepper, and roasted garlic cloves to form a paste.
Spoon the butter paste into a ziplock bag and refrigerate.
Using a meat thermometer, test the internal temperate of your steak.
Remove steaks from the heat when the desired temperature has been reached (depending on how well-done you like your steak)
Allow the steaks to rest away from the heat for 5-10 minutes and increase the smoker temperature to 500º F (260° C).
Spread a thin layer of mayonnaise onto the sides of each steak and place back on the heat.
Allow approx. 30 seconds on each side to sear the steaks, then remove them from the heat.
Allow the steaks to rest for 5 minutes under tin foil, then serve and enjoy!