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Preheat grill to medium-high.
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Melt butter in saucepan over medium heat. Sauté garlic and shallot 3-4 minutes or until soft.
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Add flour and stir 1-2 minutes. Slowly pour in consommé, whisking until thickened. Stir in steak sauce, mustard and pepper. Whisk until incorporated. Keep warm over low heat while cooking steaks.
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Brush steaks with oil and season with salt and pepper to taste. Place steaks on grill and cook 6-7 minutes per side for medium rare. Transfer steaks to serving plates and spoon sauce over. Serve immediately.