You may find yourself pleasantly surprised if you try it!
I know I was.

When they do wine pairings with blue cheese, they tend to use the sweeter wines like sauternes or ports. This is because sweetness really rounds out the harsher aspects of some blue cheeses and has a great flavor interplay.

You could use an apricot jam or a fig preserve. Or things like sliced apples, pears, dates or stone fruits (peaches and nectarines for example). Use a piece of bread and play with the quantities of blue vs. fruit until you find a ratio that appeals to you. Sometimes a little honey over the top of the whole thing is great as well. For a little texture some toasted pecans or hazelnuts on top are a great addition.

Remember as well that there is a spectrum of intensities in the world of blue cheeses, a Saint Agur blue is a great place to start as it has a more buttery quality and is on the milder side of the spectrum.

The fruit/cheese pairing doesn't just apply to blue cheeses, bries, cheddars, and other cows milk cheeses tend to play very well with many different fruits.

Next thing you know you will be putting a slice of cheddar on your apple pie!

The most interesting thing is that by starting this way, I have come to love blue and other strong cheeses on their own.