Cook the tomatoes, red pepper, shallot and garlic cloves under a preheated hot grill for 10 minutes, turning frequently, until softened and lightly charred. Leave to cool slightly then peel away the skin from the pepper. Place the roasted vegetables in a food processor or blender, add the lime juice and whizz together. Season and set aside.
Rub 1 tablespoon of the oil over the red onion, sprinkle over the cumin and season. Heat a griddle pan until smoking, then add the onion and cook for 5 minutes, turning frequently, until soft and charred. Remove from the pan and keep warm.
Brush the remaining oil over the steaks and season well. Add to the pan and cook for 2–3 minutes on each side until browned and cooked to your liking. Transfer the steaks and onions to serving plates, drizzle over the sauce and scatter with the feta. Serve with soft polenta.