Bring a medium saucepan of salted water to a boil. Rub the steak with the chili powder and season with salt and black pepper. Heat the vegetable oil in a large skillet over medium-high heat. Add the steak, reduce the heat to medium and cook until browned, about 4 minutes per side for medium rare. Add the butter and thyme and cook, spooning the butter over the steak as it melts, about 30 seconds. Remove the steak to a cutting board and let rest.
Meanwhile, add the pasta to the boiling water and cook as the label directs, adding the broccoli during the last minute of cooking. Reserve 1/4 cup cooking water, then drain. Add the milk to the saucepan and bring to a gentle simmer over medium heat. Add the cheese and cayenne and cook, stirring, until smooth. Add the pasta and broccoli and cook, stirring, until coated, adding the reserved cooking water as needed to loosen. Stir in the pimientos and season with salt.
Thinly slice the steak against the grain. Serve with the mac and cheese.