Blend the Roquefort, cream cheese and butter thoroughly and flavor with a little cognac. Add more cream cheese if necessary. The mixture should be quite stiff. Roll it out into a long sausage shape and then roll in crushed (not chopped) pecans. Chill the cheese roll in the refrigerator until very firm. Slice and serve with a fresh baguette or crackers.
This stores well in the refrigerator so it's a good choice to have on hand around the holidays when guests drop in.