Place steaks in a large, non-reactive shallow sided pan, just large enough to hold them comfortably.

Slice 1 bunch of scallions into small rounds (white and light green parts only). Combine these with the Worcestershire, soy, horseradish, black pepper, cayenne and lemon zest in a small bowl; whisk to combine.

Pour the marinade over the steaks and cover with plastic wrap. Let the steaks sit about 1 hour at room temperature, turning them once.

Heat the grill. Remove the steaks from the marinade, letting the excess drip off and remove any of the clinging scallion slices. Generously season both sides with some coarse salt.

Grill until they are browned on the outside. For medium-rare cook about 5-6 minutes per side. Transfer the grilled steaks to a large serving platter, covering them loosely with foil. Make sure you allow the steam to escape, so that they do not overcook while resting about 10 minutes.

In the meantime, grill the second bunch of scallions left whole, about 2 minutes per side, until well marked and softened. Serve them with the steaks and a crumbling of the feta cheese.