Place the onion in a heatproof bowl. Bring the vinegar, sugar, salt, and water to a boil in a small saucepan and pour over the onions. Cool.
Preheat the oven to 400°F.
Prick the potatoes all over with a sharp knife, wrap tightly in aluminum foil and place on a baking sheet. Bake for about 50 minutes or until soft.
Cut lengthwise slits in the top of each potato and scoop out the flesh into a mixing bowl (reserving the skins); add butter, sour cream, chives, and 2 tablespoons cheddar cheese. Season to taste.
Spoon the filling into each baked potato skin and sprinkle with the remaining cheese. Return to oven and bake for 5 minutes, or until the cheese is bubbly and melted. Transfer to a plate, tent with aluminum foil, and keep warm. Don’t turn off the oven.
Preheat a grill or indoor grill pan to high. Season the steaks with salt and pepper and brush with oil. Grill for about 4 minutes per side, until well seared. Transfer to the oven on a baking sheet for 5 to 7 minutes, or to the desired doneness (for medium-rare the internal temperature should be 135°F).
For the steak sauce, melt the butter over medium heat, add the shallot and sauté until softened; add the ketchup, Worcestershire sauce, and balsamic vinegar and bring to a simmer. Blend until smooth and season to taste.
Blend the dressing ingredients until smooth with a whisk or blender, season to taste. Toss in a bowl with the lettuce, cherry tomatoes and cucumbers.
Place the salad and steaks on serving plates. Top with pickled onions and drizzle with steak sauce.