Heat a griddle pan until very hot, brush steaks with a little oil and season with salt and pepper. Cook the steaks for 2 minutes each side. Remove from the pan and allow to rest while cooking the broccoli
Brush the pan with a little more oil and grill the broccoli for 3 to 4 minutes until just tender, turning frequently.
Arrange the broccoli on serving plates, then thinly slice the beef and lay slices onto the plates. Mix together the rocket and anchovies a little salad dressing. Pile some rocket on top of each plate. Scatter with parmesan shavings and serve with the remaining dressing on the side.