Combine the dried porcini mushrooms and chicken stock in a small saucepan. Bring the mixture to a boil, then turn the heat off and let sit for 10 to 15 minutes. Pull the mushrooms out of the liquid, reserving the stock, letting any grit from the mushrooms settle to the bottom of the saucepan. Slice the mushrooms into strips and set aside.
Thoroughly pat the steaks dry with a paper towel. Heat a 12-inch cast-iron skillet over high heat until very hot, about 3 minutes. Drizzle a light coating of oil over each side of steak. Sprinkle the steaks generously with salt and pepper. Insert an instant read digital thermometer into the side of one of the steaks, set it to sound its alarm at 100 degrees F. Add 1 to 2 tablespoons of oil into the pan, this helps create a great crust on the steaks.
Place the steaks in the pan, leaving room in between each steak. Cook the steaks without moving for 3 minutes. Using tongs, flip the steaks and cook until the thermometer goes off, about another 4 minutes for rare, 5 minutes for medium-rare and 6 minutes for medium. Remove the steaks to a plate and cover loosely with foil. Let the steaks rest for at least 5 minutes while making the pan sauce.
After removing the steaks from the skillet, add the porcini mushrooms, garlic and shallots. Cook for 3 to 5 minutes. Add the Marsala wine and the reserved mushroom liquid, being careful to let any grit stay in the bottom of the pan. Bring the sauce to a boil and reduce by half. Turn off the heat and whisk in the butter until it is melted and sauce has thickened. Add the thyme and season with salt and pepper.
Spoon sauce over steaks, top with the chopped chives. Serve immediately with the Potato Fennel Puree.
Place the fennel and potatoes into a medium saucepan and cover with the milk and cream. Add the bay leaf and season with a good amount of salt. Bring the mixture to a boil over medium-high heat and cook until the potatoes are tender or until a knife inserts into center of a potato chunk with no resistance, 15 to 20 minutes.
Once the vegetables are tender, strain them out of the pan using a spider or a slotted spoon. Transfer them into a food processor, add the butter and start the pureeing process. Add just enough of the cooking liquid until the puree becomes smooth and creamy. Season with more salt and pepper.