Combine all ingredients in a medium bowl.;
Heat grill or grill pan to high.
Rub each steak on 1 side with the dry rub. Brush with olive oil and grill, rub side down for 3 to 4 minutes or until golden brown, turn over and continue grilling for 4 to 5 minutes for medium-rare doneness. Turn the steaks over and brush the rub side with bbq sauce, turn over and grill for 1 minute.
Remove steaks from grill and brush with additional bbq suace.
Preheat oven to 400 degrees F. Butter a 9-inch square pan and sprinkle garlic over bottom of pan.
Arrange 1/4 of the potatoes in the dish. Sprinkle with salt and pepper, then 1/3 of chiles and 1/3 of cilantro. Repeat layer of potatoes, chiles and cilantro 2 more times, seasoning potatoes with salt and pepper. Top with potatoes. Pour broth over, then cream. Sprinkle with salt and pepper. Cover pan with foil. Bake until potatoes are tender, about 1 hour 15 minutes. Uncover and sprinkle cheeses over potatoes. Bake until liquid thickens, about 15 minutes. Cool. Sprinkle with cilantro.