Grilled Steak with Beets & Radicchio

1. 2 tablespoons crumbled goat cheese or feta cheese
2. 2 teaspoons white-wine vinegar or champagne vinegar
3. 1/4 teaspoon dry mustard
4. 1 tablespoon minced shallot
5. 2 teaspoons minced fresh parsley
6. 1/4 teaspoon kosher salt, divided
7. 1/4 teaspoon freshly ground pepper, divided
8. 3 1/2 teaspoons extra-virgin olive oil, divided
9. 1 small head radicchio, halved, cored and each half quartered
10. 1 8-ounce can baby beets, drained
11. 8 ounces New York strip (loin) steak, trimmed and cut into 2
12. portions

Preheat grill to high. Place cheese in a medium bowl and mash it with the back of a spoon until creamy. Add vinegar, dry mustard, shallot, parsley, 1/8 teaspoon salt and 1/8 teaspoon pepper; whisk to combine. Slowly drizzle in 2 teaspoons oil and whisk until blended. Thread radicchio chunks and beets onto skewers and drizzle with 1 teaspoon oil. Rub steaks with the remaining 1/2 teaspoon oil. Season the steaks and skewered vegetables with the remaining 1/8 teaspoon salt and pepper. Grill the steaks 3 to 4 minutes per side for medium-rare. Grill the vegetable skewers, turning frequently, until the radicchio is wilted and lightly charred, 5 to 7 minutes. Transfer the steaks to a plate; let rest for 5 minutes. Remove the vegetables from the skewers. Serve steaks and vegetables with the sauce.