For the butter: Preheat grill or side burner. Heat oil in a medium skillet add shallots and garlic and cook until soft, let cool slightly. Place butter in a small bowl and add shallot mixture, Worcestershire, mustard and chives and mix until combined. Season with salt and pepper to taste. Scrape mixture into the center of a piece of waxed paper and roll into a log. Refrigerate until firm.
For the steaks: Preheat grill. Mix the peppercorns and ancho chile powder in a medium baking dish. Brush steaks with olive oil and season with salt. Dredge one side of the steaks in the pepper mixture and grill, pepper side down, until golden brown, about 5 to 6 minutes, turn over and continue grilling 6 to 7 minutes for medium-rare doneness. Remove from the grill and top with a slice of the butter.
For the vinaigrette: Whisk together the mustard, vinegar, shallots and herbs. Slowly whisk in the olive oil until emulsified. Season with salt and pepper to taste.
For the leeks: Preheat grill. Brush leeks with olive oil and season with salt and pepper to taste. Grill for 4 to 5 minutes on each side, until just cooked through. Remove to a platter and drizzle with the vinaigrette.