Preheat the oven to 220°C (200°C fan, gas 7). Brush the steaks with olive oil.
Wash and halve the tomatoes.
Grease a casserole dish with a little oil and add the cherry tomatoes. Season with salt and pepper. Wash the thyme and scatter over the leaves. Pour in the white wine.
Rinse the anchovy fillets and capers in a sieve and drain.
Coarsely chop together.
Place the breadcrumbs in a bowl. Add the Parmesan and crush in the garlic. Mix with the rest of the olive oil and season with a little salt and pepper.
Bake the tomatoes in the oven for 7-10 minutes. At the same time, grill the meat on both sides briefly. Then add to the baked tomatoes.
Spread the caper mixture over. Return to the oven for 10 minutes and finish cooking at 160°C (140°C fan, gas 3). Place on plates and serve with bread.