How to Make It
In a bowl, mix the paprika, brown sugar, 2 teaspoons of kosher salt and 1 teaspoon of pepper. Pat the mixture all over the meat.
In a small skillet, heat the olive oil over moderate heat. Add the garlic, shallots and capers and cook until softened, about 3 minutes. Stir in the sage and cook for 1 minute. Add the piquillos, mustard and Worcestershire; simmer over moderate heat for 15 minutes, stirring occasionally.
Meanwhile, light a grill or preheat a grill pan. Grill the steak over moderately high heat for about 12 minutes, turning once, until an instant-read thermometer inserted in the thickest part registers 130° for medium-rare meat. Let the steak rest for 5 minutes, then slice and serve with the piquillo-pepper sauce.