To make the sauce: In a small bowl, cover the ancho chile with 3/4 cup boiling water and allow the chile to soften for 20 to 30 minutes, turning occasionally. Lightly brush or spray the tomatoes and onions with oil. Grill over Direct High heat until slightly charred, 8 to 10 minutes, turning once. Place the chile and soaking water, tomatoes, and onions in a blender or food processor. Add the remaining sauce ingredients and process until completely smooth, about 1 minute. Pour the sauce into a medium saucepan. Bring to a boil over high heat, then lower the heat to a simmer and cook for 5 to 10 minutes. Remove from heat. Pour half of the sauce into a small bowl to brush on the steaks as they grill; reserve the rest to serve with the steaks.