Preheat the oven to 450 degrees F. Halve the potatoes and place on a baking sheet. Then smash 3 of the garlic cloves and toss them with the potatoes, thyme, oil, 3/4 teaspoon salt and 1/2 teaspoon pepper. Roast the potatoes until golden and tender, about 40 minutes.
Preheat the grill to high heat.
While potatoes roast, mash the remaining 2 garlic cloves with the anchovies and a large pinch of salt into a paste. Rub the paste all over the steaks, and then sprinkle each steak with 1/2 teaspoon salt and 1/4 teaspoon pepper. Grill the steaks, turning occasionally, until grill marks appear, about 8 minutes for medium-rare. Let the steaks rest while making the sauce.
Heat 1 tablespoon of the butter in a medium saucepan over medium-high heat until hot. Stir in the shallots and cook until golden, about 3 minutes. Whisk in the beer, Worcestershire and hot sauce. Simmer until the liquid is reduced to half, about 4 minutes. Stir together the cornstarch and 2 teaspoons water and whisk into the simmering sauce until thickened, about 30 seconds. Remove the saucepan from the heat and whisk in the remaining 2 tablespoons butter, 1 tablespoon at a time. Season the sauce with 1/4 teaspoon salt and pepper to taste.
Slice the steaks and serve with the sauce and potatoes.
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