Remove the steaks from the refrigerator about 15-30 minutes before cooking
Slice onion.
Generously rub the steaks with butter on both sides. Next pepper both sides.
Place the steaks on the preheated grill or grill pan and cook for 3-4 minutes per side or until the desired temperature is reached. (medium-rare is 130 degrees).
Remove the steaks from the grill and let them sit while you make the onion sauce.
To a large pan on medium-high, add the remaining butter. Once melted, add sliced onions and cook them until they begin to char a little. This will take about 8-10 minutes. Once cooked, reduce heat to medium-low.
Next, add the heavy cream and Worcestershire sauce to the onions and stir . Bring to a simmer and let the sauce thicken just a little. This should take 2-3 minutes.
Stir the sauce regularly so it doesn't burn. Remove from heat once it has thickened.
Finish the sauce with feta cheese crumbles. Stir until the crumbles have melted. Taste and add salt & pepper, if needed. Slice the steak and serve with the sauce over the top.