Preheat the oven's broiler and set the oven rack at about 6 inches from the heat source.
In a small bowl, stir together the goat cheese, lemon pepper and salt. Pat this evenly over the tops of the halibut steaks. Place the steaks on a baking sheet. Pinch off tiny pieces of butter and place them on top of the cheese coating, using about 1 tablespoon per steak.
Broil for 8 to 10 minutes per inch of thickness of your steaks. You will know they are done when the cheese is browned and the fish can be flaked with a fork.
While the fish is cooking, combine the remaining butter, lemon juice, cream cheese, milk and chives in a small saucepan. Cook while stirring over low heat until everything is melted and smooth. Spoon sauce onto dinner plates and place the halibut steaks on top to serve.