Add the butter, shallot, garlic, and mushrooms to the same pan that you browned the steak, and stir, cooking until the shallot and garlic are soft and the mushrooms are brown. Deglaze with the cognac over medium heat, scraping up any brown bits in the pan. When the cognac has reduced a bit, add the Worcestershire, dijon, beef broth, and cream. Bring to a gentle simmer, stirring occasionally, until thickened to your liking. Season with salt to taste.