Make sauce: grill the bell pepper over direct medium heat until it is blackened and blistered all over, 12-15 minutes, turning occasionally.
Place the pepper in a small bowl and cover with plastic wrap to trap the steam; set aside for at least 10 minutes, then peel the skin from the pepper, discard the stem and seeds, and roughly chop the pepper.
In a small skillet over medium heat, toast the coriander, mustard, and cumin seeds until aromatic, 3-5 minutes, stirring occasionally.
Pulverize the spices in a spice/coffee grinder.
In a food processor, finely chop the garlic; add in the chopped bell pepper, pulverized spices, and remaining sauce ingredients; process until smooth.
Let steaks stand at room temperature for 20-30 minutes before grilling.
Lightly brush or spray both sides of the steaks with oil; season with salt and pepper.
Grill over direct high heat until cooked to desired doneness, 6-8 minutes for medium-rare, turning once.
Remove from the grill and let rest 3-5 minutes; serve warm with the sauce on the side.