Preheat the oven to broil. Transfer a top rack of your oven to the uppermost spot in the oven. Place the steak on a parchment-lined baking sheet. Scatter the tomatoes, asparagus, and chopped shallot across the baking sheet. Drizzle everything with olive oil, sprinkle with an ample amount of fresh-ground pepper and salt the pop the baking sheet onto that top shelf of your preheated oven.
Broil the steak on one side for 5-8 minutes, you'll know it's ready to flip when the edges of the steak begin to brown slightly. Flip the steak over and return the baking sheet to broil until the steak is cooked to your favorite doneness (for us, that usually an additional 4-6 minutes until it's cooked perfectly medium). Remove the pan from the oven and allow it to rest for 10-15 minutes on your stovetop.
Slice the steak into long, thin strips. Toss with the asparagus and tomatoes in a large bowl. Sprinkle with gorgonzola crumbles, walnuts, and an extra helping of ground pepper.
Serve immediately and enjoy