Preheat grill to high and oven to 350 degrees F.

In a medium bowl, combine Cajun seasoning, cayenne, salt, pepper and 2 tablespoons canola oil. Rub mixture on both sides of the steak. In a saute pan, sear steak for 7 minutes on both sides. Place steak in a plastic bag to marinate for 1 hour in refrigerator. After marinating for 1 hour, remove steak from refrigerator and let sit for 15 minutes. Grill steak for 12 minutes (6 minutes on each side). Remove from grill with tongs and let rest for 8 to 12 minutes. Using a serving spoon, add Orange Bourbon Glaze to steak.

In a medium saucepan over medium-high heat saute the shallots in 2 tablespoons of butter until caramelized. Whisk in the bourbon, oranges, brown sugar, salt and pepper. Bring to a simmer over medium-high heat. Reduce heat to medium-low and add beef stock. Simmer until mixture is a sauce-like consistency. Remove from heat. Whisk in the remaining 2 tablespoons of butter.