Step 1Cut off any excess fat from around the steak. Finely chop the shallots, onion and anchovies, by hand or using a food processor. Place them all in a bowl and reserve for making the sauce.
Step 2Melt the butter in a large frying pan over medium-high heat until very hot. Salt and pepper the steak on both sides, then place it in the pan. Cook the steak for 6 minutes on each side if you like it rare, 8 minutes on each side for medium rare. When done, lift the meat from the pan and keep warm while making the sauce.
Step 3Stir the chopped onion mixture into the pan and cook for about 5 minutes, or until the onions soften and start to brown. Stir in the wine, bring to a boil and boil for 1 to 2 minutes, or until the sauce thickens slightly; add salt and pepper if needed.
Step 4You can either serve the steak as it is on a hot platter and slice it at the table with the sauce in a sauce boat on the side, or slice the meat, spoon a little sauce onto each dinner plate, place the slices of steak on top, and serve with any extra sauce in the sauce boat.