Combine the oil, rosemary, fennel seed, 1 tsp. salt, and 1 tsp. pepper in a small bowl. Set about 6 Tbs. of the marinade aside.
Put the steaks in two shallow baking pans. Pour the remaining marinade over the steaks. Cover and marinate at room temperature for 2 hours, turning every 30 minutes.
Heat the oven to 425°F. Remove the steaks from the marinade, scrape off the herbs, and pat dry with paper towels. Season each steak with 1/2 tsp. each salt and pepper. Heat two 12-inch ovenproof skillets (preferably cast iron) over high heat until hot. Turn your exhaust fan on high. Cook the steaks, undisturbed, until a deep brown crust has formed, 3 to 4 minutes. Flip the steaks and brown the other side, 3 to 4 minutes more. (Alternatively, heat one skillet, sear one steak at a time, and transfer to a baking sheet for roasting.)
Put the skillets in the oven and roast until an instant-read thermometer inserted into a thick part of the steaks registers 115°F to 120°F for rare, or 125°F to 130°F for medium rare, about 20 minutes for rare and about 25 minutes for medium rare. Transfer the steaks to a large cutting board, tent them loosely with foil, and let them rest for at least 10 minutes, To serve, carve the meat from the bone and then cut the meat across the grain into 1/2-inch-thick slices. Brush the sliced meat with the reserved marinade and serve.