Pat the steaks dry. Heat the oil in a frying pan. Fry the steaks on each side over a high heat for 1-2 minutes. Switch down to medium heat. Then fry on each side for one pink steak (medium) for 1-2 minutes.
Season with salt and pepper. Take out, wrap in aluminium foil and let it rest for about 10 minutes.
Drain the peppers and cut them into thin strips. Clean, wash and shake dry the rocket. Slice Parmesan cheese into shavings with a peeler. Cut steaks into thin slices and mix with paprika, rocket and parmesan.
Cut the baguettes open lengthwise. Sprinkle the lower halves with about 4 tbsp. aioli each. Spread steak salad on top. Add the rest of the aioli and cover with the upper baguette halves. Cut each baguette in half crosswise.