Remove the steak from the refrigerator one hour before preparing.
Fire up gas grill and bring to a temperature of 450 to 500F.
While grill is heating up, combine Dijon mustard and anchovy paste in a small bowl.
Coat one side of the steak with half of the Dijon/anchovy blend.
Oil the grill with a kitchen towel dampened with vegetable oil.
Place the steak on the grill with the coated side down.
While steak is searing coat the top side of the steak with the remaining half of the Dijon/anchovy blend.
Sear the steak for 2 1/2 minutes per side without disturbing.
Remove steak from grill, place in a roasting pan on top of a trivet.
Insert digital probe thermometer.
Roast in a 175F oven to 130-135 F for rare to medium-rare, about 1 3/4 to 2 hours.
Remove steak from oven.
Fire up gas grill and bring to a temperature of 500 to 550F.
(Note: if preferred, gas grill can be readied while steak is in the final stages of oven cooking.)
Before grilling the steak for the final sear it should be lightly coated with vegetable oil.
Sear steak for 1 1/2 to 2 minutes per side without disturbing.
Remove from grill; rest the steak for 10 minutes, slice and serve.