Season steak with steak rub and sear on a charcoal grill, 90 seconds per side, then smoke indirectly until 128°F internal temperature.
Toast buttered sourdough bread in a pan; add shredded Colby Jack cheese to one slice to melt.
Fry bacon until crispy, remove, then caramelize onions and garlic in the same pan; add thyme.
Deglaze pan with white wine, reduce, add reduced beef stock and bacon back to the pan.
Simmer sauce, season with salt, add mustard, lemon juice, Maldon salt, and vinegar.
Off the heat, blend in cold butter cubes and stir in chopped parsley. Strain if desired for smoothness.