This classic of "continental" cooking may have been invented by a maître d'hôtel in Belgium in the 1920s. "Diane" was, perhaps, one of his customers—or the name may be linked to the peppery sauce Diane, sometimes served with game.
2 6-oz. steaks (such as strip, sirloin, or club), pounded
Salt and freshly ground black pepper
4 tbsp. butter
1 tsp. vegetable oil
2 shallots, peeled and minced
1 1⁄2 tbsp. dijon mustard
1 1⁄2 tbsp. worcestershire sauce
2 tbsp. demi-glace
1 1⁄2 tbsp. madeira
1–2 tsp. freshly squeezed lemon juice
1 tbsp. chopped fresh parsley
1. Season steaks with salt and pepper. Heat 1 tsp. of the butter and 1⁄2 tsp. of the oil in a large skillet over high heat. Sear one steak, 30–45 seconds per side (for medium-rare), then transfer to a warmed platter, covering with foil to retain heat. Add remaining 1⁄2 tsp.oil and another 1 tsp. butter to skillet. Sear second steak in the same manner as the first. Transfer to platter and cover.
2. Melt 2 tsp. butter in same skillet over medium-high heat. Add shallots and cook, stirring, until fragrant, about 2 minutes. Stir in mustard, worcestershire, and demi-glace. Add madeira, lemon juice, and parsley. Remove from heat and stir in remaining butter. Season to taste with salt and pepper. Spoon sauce over steaks, and serve.