Make the marinade: Combine the canola oil, vinegar, mustard, garlic, oregano, parsley, rosemary and Worcestershire sauce in a food processor; season with salt and pepper. Pulse until the garlic and herbs are incorporated in the oil.
Place the steak in a resealable plastic bag. Pour the marinade over the steak and marinate in the refrigerator at least 30 minutes or overnight.
Make the sauce: Remove the steak from the bag and pour the marinade into a small pan. Bring the marinade to a boil, then reduce the heat to a simmer and cook until thickened, 2 to 3 minutes.
Preheat a grill to high and oil the grates. Grill the steak 3 to 5 minutes per side for medium rare. Transfer to a cutting board and let rest 5 to 7 minutes, then slice against the grain. Serve with the herb sauce.