In a small bowl, combine the parsley, capers, shallot, vinegar, mustard, and 2 tablespoons water. Season to taste with salt and pepper. Set aside.
Heat the vegetable oil in a large skillet over medium-high heat. Place the steaks in the skillet and season generously with salt and pepper. Cook, flipping once, until well browned, 2-3 minutes per side for medium-rare. Remove from pan and let rest for 5 minutes. Serve with the sauce.