French the bone of the steak. Rub steak with 2 tablespoons oil and sprinkle with thyme, sea salt and black pepper. Grill steak for 5 minutes per side, rotating the steak 45° on each side once grill marks appear.
Transfer steak to sheet tray. Add garlic cloves to tray; drizzle with remaining 1 tablespoon oil. Roast at 350°F for 15 minutes or until the internal temperature reaches 135°F; let stand 10 minutes.
Toss onions, garlic, thyme sprigs, tomatoes and zucchini with oil in mixing bowl; transfer to a sheet tray. Roast at 400°F (375°F for convection) for 10 minutes or until tender and golden brown; drizzle with lemon juice.
Blue Cheese Frico
On silpat-lined sheet tray, place 8 mounds, 2 tablespoons each, at least 2 inches apart on prepared tray. Bake at 375°F (turn off fan and bake at 350°F for convection) for 8 minutes or just until golden brown; cool on tray on wire rack 8 minutes. Carefully remove frico with an offset spatula.
Heat chicken stock, milk and butter to a boil in a saucepot over medium-high heat. Gradually whisk in cornmeal until incorporated, whisking constantly; reduce heat to medium. Cook 10 minutes or until smooth and creamy, whisking frequently; remove from heat.
Stir in ½ cup chèvre and salt.
Add polenta to bowl; sprinkle remaining chèvre and garnish with arugula. Garnish steak with whole garlic cloves and thyme sprigs; serve with polenta, roasted vegetables and blue cheese frico.