Preheat the oven to 260 C / Gas 10. Place an ovenproof frying pan in the oven as it preheats.
Warm the olive oil in a frying pan over a medium heat. Add the shallots and cook and stir for a few minutes until tender. Add the garlic and Dijon mustard and continue to cook and stir over a low heat.
In a separate frying pan flame the brandy over a high heat. Add to the shallots and reduce until it barely coats the mixture. Add the mushrooms and gherkins.
Season the steaks and rub in a little oil. When the oven reaches temperature, remove the pan from inside then add the steaks. Cook for 1 to 2 minutes without moving the steak, before flipping and doing the same on the other side.
Bake the steaks in the oven for about 3 to 5 minutes until cooked to your liking. You can use a meat thermometer to test exactly: for rare 52 degrees C, for medium rare 54 degrees C, medium 60 degrees C, medium well 65 degrees C and for well done 70 degrees C. Remove from the oven and allow to rest for 5 minutes on a warm plate wrapped in tin foil.
Add any meat juices from the steak to the stroganoff and mix whilst stirring placing it back on a low heat. Add the paprika and the double cream. Leave to simmer and thicken for 5 to 10 minutes while the steak is resting.
Serve the steak topped with the stroganoff mix or if the stroganoff is chunky enough I like to nestle the steak into the mixture. Finish with either fresh parsley or chives and seasoning to taste.
You can serve this recipe as a classic steak and sauce dish. Use whatever choice of potato or side garnish you desire.