Combine egg yolk, mustard, 15ml vinegar, anchovies, garlic, Tabasco, salt, and pepper in a food processor.
Slowly drizzle in the reserved anchovy oil, followed by sunflower oil, 10ml water, and lemon juice while blending.
Core the chicory and slice diagonally into bite-sized pieces.
Mix the chicory, sliced shallot, and rocket in a bowl.
Coat steak ribbons in olive oil and season with salt and pepper.
Cook steak on a hot griddle pan for 1 minute per side.
Deglaze the pan with 20ml red wine vinegar and remove from heat.
Toss the salad with 6 tbsp of the dressing and top with the warm steak.