How to Make It
In a skillet, combine the anchovies, shallot and vinegar. Cook over moderate heat, stirring, until the anchovies break down and the vinegar has evaporated, about 5 minutes. Mash the anchovies with a wooden spoon. Transfer the mixture to a small bowl and let cool to room temperature. Add the butter, herbs and pepper and mix well. Scrape the butter onto a sheet of parchment paper and roll into a log or pack into an airtight container.
In a large cast-iron skillet, heat the canola oil until smoking. Season the steaks on both sides with the Montreal steak spice. Working in 2 batches, sear the steaks over high heat for 30 to 40 seconds per side until well browned outside but rare. Transfer the steaks to a rack set over a baking sheet.
On a serving plate, stack the steak slices with a big pat of the anchovy butter between each slice. Top with a big pat of butter and serve immediately, dividing the stack at the table.
Montreal steak spice, which includes garlic, coriander and cayenne, is based on the spices used in Montreal smoked meat. It's available at supermarkets.