How to Make It
Let the steaks stand at room temperature for 30 minutes. Meanwhile, in a small bowl, mix the butter with the thyme, cumin, garlic, anchovy paste, 1 teaspoon of the lemon juice and 1/2 teaspoon of salt.
In a large, heavy skillet, heat 2 tablespoons of the olive oil over high heat. Generously season the steaks with salt and pepper and cook until the bottoms are nicely browned, about 4 minutes. Flip the steaks and add 2 tablespoons of the anchovy-cumin butter to the skillet. Cook, spooning the butter over the steaks, until the bottoms are nicely browned and an instant-read thermometer inserted in the center of each steak registers 125° for medium-rare meat, about 5 minutes. Transfer the steaks to a work surface and let rest for 10 minutes.
Meanwhile, light a grill or preheat a grill pan. Rub the radicchio with the remaining 1 tablespoon of olive oil and grill cut side down until charred, about 2 minutes. Season with salt, sprinkle with the remaining 1 teaspoon of lemon juice and transfer to plates. Thinly slice the steaks and transfer to the plates. Spoon the remaining anchovy-cumin butter on top of the meat and serve.