This meal can be prepared fairly quickly if you prep ahead of time. You can make the hollandaise sauce before you put the steaks on the grill and just warm it up when ready to use. You may have to add a little warm water to the sauce if it thickens or breaks.
Vigorously whisk the egg yolks and lemon juice together in a stainless-steel bowl. Mix until the mixture is thickened and doubles in volume. Place the bowl over barely boiling water or you can use a double boiler. Slowly drizzle the butter into the egg mixture, while continuing to whisk. Keep heat low, the eggs will scramble if they get too hot. When mixture thickens and doubles in size it is ready. Pull the pan off of the heat and add sage, salt and cayenne. Cover and let sit until ready to use.
In a shallow baking dish or zip lock bag, combine all ingredients except parmesan and let them marinate for 1-4 hours.
Put asparagus on hot grill in indirect heat. Cook for 3-8 minutes depending on thickness of asparagus. You can put asparagus on grill as you are pulling steaks off as they will need a few minutes to rest. When the asparagus is cooked, take off the grill and sprinkle with parmesan.
In a shallow baking dish or zip lock bag, combine all ingredients and let them marinate for 30 minutes to 1 hour.
Place shrimp on hot grill and cook for about 2 or 3 minutes on each side. I add the shrimp to the grill when I flip the steak, and the timing works out very well. You will know the shrimp are done when they are opaque in color.
Season the steaks generously with salt, pepper and rosemary. Let steaks sit, covered, at room temperature for 15-20 minutes before cooking. Place on hot grill and cook until golden brown and slightly charred, 4 to 5 minutes depending on thickness. Turn the steaks over and continue to grill 3 to 5 minutes for medium rare (an internal temperature of 135 degrees F). Cook longer if you prefer your steak more well done.
To build your Steak Oscar, ladle a generous amount of hollandaise sauce on a plate. Place your steak, shrimp and then asparagus on the hollandaise sauce. Ladle more of the hollandaise sauce and over the top. Do a quick (zip, zip) drizzle with reduced balsamic.
Enjoy with a bottle of 2017 Reserve Syrah.