How to Make It
Sprinkle steaks evenly with salt and pepper. (Season up to 8 hours ahead. If seasoning more than 1 hour ahead, cover loosely with plastic wrap, and refrigerate. If refrigerated, remove steaks from refrigerator.) Let steaks stand, uncovered, 30 minutes.
Place anchovies in a small bowl, cover with cold water, and let stand 5 minutes. Drain and pat dry with paper towels.
In a small mortar, pound anchovies and garlic to a paste. Alternatively, finely chop anchovies; using flat side of a large knife, drag knife back and forth over chopped anchovies and garlic to form a paste. Transfer to a small bowl, and stir in butter, 1 1/2 tablespoons parsley, lemon zest, and pimentón until combined. Season with salt and pepper to taste. Set aside at room temperature. (The anchovy butter can be chilled in an airtight container up to 3 days. Leave at room temperature about 1 hour before serving.)
Heat oil in a large cast-iron skillet over medium-high. Add steaks to skillet. Cook until browned on both sides, about 3 minutes per side. Lower heat to medium, and cook, flipping once or twice, to cooked to desired doneness, about 6 minutes for medium. Transfer steaks to plates, and immediately top with anchovy butter. Sprinkle with remaining 1 1/2 tablespoons parsley. Let rest 3 to 5 minutes before serving.