Preheat the oven to 425˚F (220˚C). Line a baking sheet with parchment paper.
Spread the sliced onion on half of the baking sheet and arrange tomatoes on the other half. Drizzle each side with 1 tablespoon olive oil and season with salt and pepper. Toss to coat.
Roast in the oven for 10-15 minutes, or until the onion is caramelized and the tomatoes are browned in spots and just beginning to burst. Remove from oven and let cool.
In a small bowl, whisk together the shallot, Dijon mustard, Worcestershire sauce, honey, extra-virgin olive oil, red wine vinegar, salt, and pepper. Refrigerate until ready to use.
Liberally season the steak all over with salt and pepper.
Heat a cast-iron skillet over medium-high heat. Add the remaining tablespoon of olive oil to the hot skillet. When the oil is smoking, add the steak to the pan. Sear for 5 minutes, or until a deep golden brown crust forms. Flip the steak and cook another 5 minutes on the other side. Sear the sides of the steak until golden brown, another 3-4 minutes total.
Transfer the pan with the steak to the preheated oven for about 5 minutes, or until an instant-read thermometer inserted into the center of the steak reads 125-130˚F (51-54˚C) for medium-rare. Remove the steak from the oven and let rest for 10 minutes before slicing.
Add the lettuce to a large bowl. Add the roasted tomatoes, roasted onion, walnuts, Gorgonzola, and sliced steak. Toss well. Divide the salad between serving bowl and drizzle over the dressing.