Process garlic, rosemary and thyme in a food processor until finely chopped. Scrape down sides. Add 4 tablespoons olive oil and pulse to combine.
Slice steaks crosswise in half or thirds for easier cooking. Place steak in a large resealable food bag; add garlic-herb mixture, seal and turn to coat meat. Marinate at room temperature 30 to 60 minutes or chill up to 24 hours.
For the salsa, process shallot and garlic in food processor until finely chopped. Scrape down sides. Add capers, anchovy, rosemary, thyme, parsley, vinegar, walnuts, pepper and salt. Process until finely chopped, scraping down sides occasionally. Add 120ml olive oil and process until well blended. Transfer to a bowl and let sit at room temperature 10 minutes to 1 hour.
Preheat a grill pan (or an outdoor barbecue) to medium-high. Oil pan or barbecue grate. Remove steak from marinade. Sprinkle with salt and pepper. Cook until browned with visible grill marks, 2 to 3 minutes per side for medium-rare.
Transfer to a cutting board and cover loosely with foil. Let stand for 10 minutes. Slice thinly against grain and serve with salsa verde.