When I'm looking to put on the Ritz for a fancy dinner party, I often center the menu around a majestic lamb roast, either a whole bone-in leg of lamb or a rolled-and-stuffed shoulder. But when I crave lamb on a weeknight, it's lamb steaks all the way. Depending on where you shop, lamb steaks can be harder to find than other cuts, but their tender meatiness makes them worth seeking out. The best cuts for quick-cooking are sirloin and leg steaks (the sirloin, basically the upper leg or hip portion, will be boneless, while leg steaks contain a single round bone).The ideal thickness for lamb steaks is 3/4 to 1 inch, but thicker steaks are no problem, especially boneless sirloin ones. Just butterfly them by cutting the steaks almost in half horizontally and folding the meat open like a book to make thinner, quicker-cooking steaks. If the steaks have a thick cushion of fat around the edges, trim it down to a modest 1/4 inch, and, to keep leg steaks from curling during cooking, make shallow incisions every couple of inches around the perimeter to break up the membrane that will shrink and buckle in a hot skillet.Much of the excellence of lamb steaks comes from their natural tenderness, but if there's time, pre-seasoning the meat (anywhere from 1 to 8 hours ahead) will further enhance the texture and flavor. I keep the seasoning simple to allow the sweetness of the lamb shine through, but I do kick things up at the finish by slathering the hot steaks with a lusty anchovy butter. The flavored butter takes advantage of two things I learned about lamb long ago: lamb loves butter, and lamb loves anchovies. There's some magical alchemy that happens when the meaty lamb juices blend with the richness of the butter and the funky brine of the anchovy. A bit of fresh lemon zest and parsley provides the perfect counterpoint.Lamb steaks are best cooked to medium-rare, or medium, if you prefer; the most effective way to get it right is to brush the surface with olive oil and sear the steaks in a hot skillet or grill pan (cast iron works well). Once the surface develops a handsome crust, lower the heat and continue cooking until they reach the desired internal temperature (125°F to 130°F for medium-rare and 135°F to 140°F for medium). Transfer the steaks to plates or a carving board and immediately smear the tops with the flavored butter (the heat of the steaks melts the butter into an instant sauce), and let the steaks rest for 3 to 5 minutes before cutting into them. Of course, if it's grilling weather (or you’re one of those intrepid cooks who likes to grill no matter the forecast), by all means, cook them outdoors. A slight kiss of smoke will only make them better.