Blue cheese is safe to eat on pizza while pregnant as long as the blue cheese is melted to high enough temperature to kill off the bacteria.
When cooking Pizza make sure you melt the blue cheese or any other cheeses to piping hot and melt the blue cheese or any other cheese all the way through.
I've eaten cheese pizza and other cheeses that were melted such as Nacho cheese while pregnant and the doctor said it was safe as long as I melted the cheese to a hot enough temperature.
If the cheese is only partially melted then it may not be safe to eat while pregnant but if the cheese is melted completely then it's become hot enough to kill the Listeria and any other potential bacteria that the cheese may have contained.