Creamy Cognac Diane Sauce with a touch of mustard, is one of my favourite sauces for steak. It's ready in less than 10 minutes, so you can easily make it while your steak is resting. If you want the sauce to be a little thicker, stir in a corn starch slurry (1 tbsp cornflour, mixed with 3 tbsp cold water). Pour into the bubbling sauce, slowly, whilst stirring, until thickened to your liking.