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1
Preheat oven to 350u00b0F (175u00b0C). Place tomatoes on a rimmed baking sheet and drizzle with olive oil, tossing to lightly coat. Transfer to oven and roast, stirring and scraping occasionally, until tomatoes have burst and juices have concentrated to a syrupy consistency, about 1 hour. Let cool slightly, then scrape into a small mixing bowl. Stir in 1 tablespoon (15ml) olive oil along with the vinegar and thyme. Season with salt and pepper and set aside.
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2
Meanwhile, place onion in a small nonreactive container and add just enough vinegar to cover. Let stand until onion slices are bright pink and tender, at least 15 minutes and up to 1 hour.
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3
Pat steak dry with a paper towel and season generously with salt and pepper. Heat vegetable oil over high heat in a medium oven-safe stainless steel, cast iron, or carbon steel skillet until lightly smoking. Add steak and cook, turning occasionally, until steak is well browned on both sides and an instant-read thermometer registers 125u00b0F (50u00b0C) at the thickest part; timing will depend on thickness of steak. (If steak is more than 1 inch thick, you may need to transfer it to the oven after browning to finish cooking.) Let rest at least 5 minutes (you can let the steak cool fully if desired).
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4
Using a mini food processor, an immersion blender, or a countertop blender, combine mayonnaise, sour cream, anchovy fillets, and grated Parmesan and blend thoroughly to make a creamy, pourable sauce; if sauce is very thick, loosen slightly with a tablespoon or two of water. Season with salt and pepper and keep refrigerated.
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5
In a medium bowl, toss radicchio with parsley and season with salt.
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6
Arrange toasted bread slices on a work surface. Spread tomato jam on half of bread. Thinly slice steak against the grain and arrange on top of tomato jam. Drizzle steak with anchovy-Parmesan sauce, then top with radicchio salad, shaved Parmesan cheese, and drained rapid-pickled onions. (Reserve any remaining pickled onions for another use.) Close sandwiches and serve.