For the steak marinade: In a baking dish, whisk together the wine, liquid smoke and vinegar. Sprinkle the steak with salt and pepper and place in the marinade. Marinate for 15 minutes.
For the barbecue sauce: Combine the ketchup, Worcestershire sauce, agave, adobo sauce and chipotle chile in a saucepan and reduce until thick and spreadable.
For the Southwest chimichurri: Combine the capers, cornichons, cilantro, parsley and jalapeno in a food processor and pulse until the sauce is chunky. With the motor running, slowly pour in oil until the sauce is well combined and a little bit smooth; it should not be a pureed paste. Taste and season with salt and pepper.
For the smoked veggies and steak: Preheat a grill pan over medium-high heat. Remove the steak from the marinade and grill to desired temperature. Brush with a little liquid smoke for a grilled flavor and brush with the barbecue sauce. Reserve.
Grill the bell peppers on a grill pan.
Wrap the wood chips in a foil pouch. Place the bell peppers and wood chips in a stockpot with the liquid smoke and 1 tablespoon water and steam for a few minutes to infuse flavor.
Serve the steak topped with the Southwest chimichurri and with the grilled peppers and remaining barbecue sauce on the side.
This recipe was created by a contestant during a cooking competition. It has not been tested for home use.