Preheat oil 5 minutes. Meanwhile, wipe 1/2" thick steak with paper towels to remove excess moisture. Mix dry mustard, salt and pepper. Sprinkle over one side of steak, rub in. Brown steak in hot oil, about 1 1/2 minutes on each side. Sprinkle with chives, lemon juice and Worcestershire. At tableside, pour heated cognac over steak. Ignite. When the flame goes out, transfer steak to serving platter. Spoon pan juices over meat and serve.