It probably is just double cream and Camembert, that's certainly the approach I use for blue cheese sauce.
Take the rind off the Camembert, chop it, and put it in a small pan with double cream. Warm it 'til it melts. Add your own "twist" if you are that way inclined.
Oil, garlic, chopped mushrooms - saute until soft. Add crumbled blue cheese, a splash of double cream and marsala wine to loosen it up, and serve with a good steak.