Make and toast the cajun mix by combining all the spices together and toasting over a low flame until fragrant, 2-3 minutes.
Rub each steak generously with about 1.5 tablespoons of the cajun mix per steak, then chill in the refrigerator uncovered for one hour.
While the steaks are chilling, combine the ingredients for the marinade in a container just large enough to fit your steaks. Add the steaks when ready, then cover with extra oil if needed. Marinate for between 6 hours and up to two days - longer is better.
Heat up a large cast iron skillet with 1 tablespoon of high heat oil (not olive) until it’s just about smoking. Add the onion wedges and cook for 2 minutes per side, or until charred. Turn them with a flipper or tongs and cook the other side, then remove and set aside.
Optionally season your steaks with salt. Add the steaks and cook roughly 3 minutes per side for rare or 4 minutes per side for medium rare. Rest the steaks while you make the cajun butter peppercorn sauce. If you are doing these in batches, turn your oven to warming/proofing mode (or just with the light on - no higher than 80ºF) to keep the steaks warm. Let the skillet come back to temp in between steaks.
If you are making the cajun butter peppercorn sauce, reduce the heat to low and add cognac to the pan. Let reduce while stirring with a wooden spoon or silicone spatula to deglaze, then add butter, cream, cracked peppercorns, and cajun spice mix. The resulting sauce will be a little grainy and not creamy like French peppercorn sauces, but delicious and spicy.
Slice steaks and enjoy immediately.