For the steak: Heat a cast iron or heavy-bottomed skillet and add half of the oil. When the oil begins to smoke lightly, season the steak on both sides with salt and use a pair of tongs to carefully drop it into the hot oil in the skillet. Cook it on the first side for 1 minute and then turn it on the second side for another minute. In a small bowl, stir together the garlic, Worcestershire sauce, rosemary, and fennel seeds. Remove the steak from the skillet; it will still be barely cooked. Use the back of a spoon to spread the garlic mixture on both sides of the steak and allow it to rest for 10 minutes. Refrigerate for a few hours and allow it to marinate or simply sear it again and serve.
For the vinaigrette: In a small bowl, combine the feta cheese with the red wine vinegar, oregano, and olive oil. Stir to blend. Set aside
To assemble: When ready to serve the steak, wipe out the grease and anything sticking to the bottom of the skillet. Heat the skillet again and add the remaining 2 tablespoons oil. Sear the steak again and cook to desired temperature. For medium rare, cook for 3 to 4 minutes on each side. Remove the steak from the skillet and place it on a flat surface. Cut against the natural grain of the meat to tenderize. Top with the feta dressing. Serve immediately.