Preheat oven to 220C. Preheat a char-grill pan over high heat. Brush steaks with oil, season to taste and grill until browned (1-2 minutes each side). Transfer to a baking dish that fits steaks snugly in one layer (or an ovenproof frying pan), add lard, scatter with capers, herbs and garlic, then crush in tomatoes and place an anchovy on each steak. Transfer to oven and roast until steaks are just cooked through and a sauce forms (10-15 minutes). Serve with grilled bread.
This recipe is from the May 2010 issue of Australian Gourmet Traveller.