When we think of steak sauce we rarely think of cold mayonnaise based steak sauce, but why not? It's fantastic on roast beef sandwiches then why not on a steak? Mayonnaise + salty + spicy + acidic + herby = awesome steak sauce! Chef John combines mayonnaise with oil from a jar of anchovies, harissa paste, lemon juice and minced rosemary. A dollop of this on any grilled meat makes the perfect steak accompaniment.