Season each steak generously with salt and pepper. Heat a heavy-based (preferably cast iron) skillet that's large enough to hold the steaks over high heat until quite hot. Add the vegetable oil if not using cast iron. Test pan by touching the edge of one steak to the pan surface; it will sizzle briskly when ready.
Immediately drop in the steaks and sear one side for 2 minutes. SNeak a peak to see if the first side is nicely browned. Flip the steaks and sear the other side for 2-3 minutes.
Reduce heat to medium high, cook for another 2 minutes, flip, and cook until a digital thermometer reads 120 degrees for rare, or 125 degrees for medium rare, another 1-2 minutes. Transfer steaks to a warm platter and let them rest, covered loosely with foil, while you make the sauce.
Return unwashed pan to medium heat. Add butter and let it melt. Add shallots and cook, stirring, until fragrant and just tender, 1-2 minutes. Add whiskey and stir with wooden spoon, scraping up any browned bits stuck to the pan. Add broth and Worcestershire sauce, raise the heat to medium high, and bring to a boil. WHisk in the mustard and then the cream. COntinue to cook at a boil, stirring, until reduced to a saucy consistency, 3-5 minutes. Taste the sauce and season with salt and pepper, and lemon juice. Serve steak with the sauce.