Preheat broiler. Pat steak dry and sprinkle all over with salt and pepper. Put on rack of a broiler pan and broil 2 to 3 inches from heat, turning over once, 6 to 8 minutes total for medium-rare. Transfer to a cutting board and let stand 5 minutes.
While steak broils, cut baguette into 4 sections, then halve each horizontally. Spread boursin over bottom halves of bread.
While steak stands, cut off and discard core end of romaine, then lay romaine on top of Boursin.
Cut steak across the grain into thin slices and divide among sandwiches.