In a small heavy saucepan cook the shallot in the butter over moderately low heat, stirring, until it is softened, add the wine, and boil the mixture until the liquid is reduced to about 1 tablespoon. Whisk in the flour and cook the mixture, whisking, for 3 minutes. Add the milk in a stream, whisking, and boil the mixture, whisking, for 2 minutes. Reduce the heat to low, whisk in the Roquefort, a little at a time, whisking until it is melted and being careful not to let the mixture boil, and strain the sauce through a fine sieve into a bowl. Stir in the parsley, season the sauce with salt and pepper, and serve it with roasted or grilled beef, veal, or pork.