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Preheat grill to medium high.
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In small saucepan bring chicken broth to a boil; add porcini, cover and allow to sit 30 minutes to rehydrate. Drain porcini, reserving liquid. Finely chop porcini.
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Melt butter in small skillet, add leeks, porcini, shiitake mushrooms and thyme. Sauté 3-4 minutes. Add brandy and ½ cup of reserved porcini liquid, boil over high heat until most of liquid is evaporated, about 8-10 minutes.
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Add mascarpone, stirring until melted. Add cream, season with salt and pepper. Simmer over low heat until slightly thickened, about 5-7 minutes. Stir in chives.
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While sauce is reducing, brush steak with oil and season with salt and pepper to taste. Place sirloin on hot grill and grill 4-5 minutes per side for medium rare.
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Transfer steak to cutting board and allow to rest 5 minutes. Slice steak and arrange on serving plate; spoon sauce over and serve immediately.