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Before cooking, remove steaks from fridge and let them come to room temperature for 30 minutes. Preheat oven to 450°F.
Wrap edges of each steak with a strip of bacon and secure each with a length of kitchen twine.
Season steaks with salt and pepper. Place a large oven-safe skillet over medium-high heat. and let it get hot. When the pan is hot (after 1 minute or so), add some butter, melt it and swirl it around the pan to coat. When butter is bubbling, add steaks to the pan and sear for 90 seconds per side.
Transfer pan directly to oven and let cook until the steaks reach your desired doneness; 5-6 minutes per side in the oven (10 minutes total) should give you a nice medium-rare steak. Check the internal temperature with a meat thermometer. For medium-rare, it should register 135°F in the thickest part of the steak.
When steaks are done, remove from the oven and transfer to a clean plate. Cover with foil and let rest for 6-7 minutes. Remove twine from steaks and serve each one drizzled with balsamic vinegar glaze.