Heat oil in a 12" skillet over medium-high heat.
Season steaks with salt and pepper, and add to skillet; cook, turning once, until browned on both sides and cooked to desired doneness, about 4 to 5 minutes for medium-rare.
Transfer steaks to a plate, and set aside.
Return skillet to high heat, and add stock; cook until reduced until to 1⁄2 cup, about 10 minutes.
Pour into a bowl, and set aside.
Return skillet to heat, and add butter; add garlic and shallots, and cook, stirring, until soft, about 2 minutes.
Add mushrooms, and cook, stirring, until they release any liquid and it evaporates and mushrooms begin to brown, about 2 minutes.
Add cognac, and light with a match to flambée; cook until flame dies down.
Stir in reserved stock, cream, Dijon, Worcestershire, and hot sauce, and then return steaks to skillet; cook, turning in sauce, until warmed through and sauce is thickened, about 4 minutes.
Transfer steak to serving plates and stir parsley and chives into sauce; pour sauce over steaks to serve.