Lay the anchovies flat in a small dish, spoon over the milk and leave to soak while you begin preparing the sauce. (This soaking will remove a lot of the saltiness from the anchovies to give a mellower flavour).
Heat 1 tablespoon of the oil in a large, heavy-based, ridged frying pan, add the onion and cook gently for 3–4 minutes until soft.
Stir in the garlic and chilli, then add the tomatoes, capers and oregano. Drain off and discard the milk from the anchovies, roughly chop the anchovies and add to the sauce. Stir around and cook gently for 5 minutes or until the tomatoes are lightly cooked. Tip the sauce out into a bowl and set aside while cooking the steaks.
Rinse out the pan and reheat. Brush the steaks lightly on both sides with the remaining oil and season with some freshly ground black pepper. Place the steaks in the hot pan and cook over a medium high heat for 2–3 minutes on each side for rare or 4–6 minutes on each side for medium.
Pour the sauce over the steaks in the pan and heat through, then serve immediately.
This recipe was so easy and so delicious. We are having guests for dinner on Saturday night so I thought I had better try it out first. The capers and Anchovies give it a real savory taste and is not the least bit overpowered by the Anchovies. (the milk is a great trick!) - 25 May 2010