Heat a large frying pan to searing hot and add the sunflower oil. Season the steaks on both sides with salt and a generous crack of black pepper and place in the hot pan. Turn the steak once to cook both sides. Cook till internal temperature has reached 45-47C for rare, 50-52C for medium rare or 55-60C for medium. Remove from pan and set aside on warm plate to rest the meat.
Meanwhile lower the pan to a medium heat and add the butter. Once the butter has melted add the mushrooms, shallots, garlic and thyme leaves. Cook in the pan, stirring gently for around 4 minutes.
Add the Madeira to the pan and turn the heat up. Deglaze the pan using the Maderia and reduce the wine by 2/3rds.
Add any resting juices from the steak back into the pan. Stir the cream through the sauce and check the seasoning. Serve immediately with the rested steaks.
Sirloin steak is used in this recipe as the fat on a sirloin steak adds great flavour to the sauce when rendered down a little. However feel free to substitute with any cut of steak.Madeira wine can be substituted with a good quality red wine.