Process the steak and bacon in a food processor until the mixture is finely chopped. Transfer the mixture to a large mixing bowl. Add the breadcrumbs, salt and pepper and mix together well.
Beat the egg, tomato sauce and Worcestershire sauce together with a fork and add to the meat mixture.
Shape the mixture into two sausage shapes about 20 cm long and 3 cm thick. Wrap each sausage in a sheet of baking paper followed by a sheet of foil.
Half-fill a large saucepan or wok with water and bring to the boil. Lay the sausages in a steamer basket placed over the saucepan or wok. Cover the steamer basket with a lid and cook for 1 1/2–2 hours, or until cooked through. Check the level of the water in the saucepan about every half hour and top it up if necessary. Remove the sausages and place in the refrigerator to chill overnight.
The next day, unwrap the sausages and roll them in the dried breadcrumbs. Thinly slice the sausages and serve accompanied by your favourite salads.