Skirt Steak with Anchovy-Caper Sauce

In a medium bowl, combine all of the ingredients except the steak and season with salt and pepper. Let stand at room temperature for 1 hour. Season the steak with salt and pepper and let come to room temperature, about 45 minutes.

Preheat a grill pan. Grill the steak over high heat, turning once, until lightly charred outside and medium-rare within, 5 to 6 minutes total. Transfer to a cutting board and let rest for 5 minutes. Thinly slice the steak against the grain and transfer to a platter. Spoon some of the sauce on top and serve, passing the remaining sauce at the table.