Preheat oven to 425 degrees F.

Toss shallots with 1 teaspoon oil in a small baking pan. Roast until beginning to brown, about 25 minutes.

Meanwhile, combine thyme, salt and pepper in a small bowl; rub the mixture all over steaks. Heat the remaining 2 teaspoons oil in a large nonstick skillet over medium-high heat. Add the steaks and cook, adjusting the heat as necessary to prevent burning, 4 to 6 minutes per side for medium-rare. Transfer to a plate; tent with foil to keep warm.

Add Madeira to the pan and cook for 1 minute. Add broth and bring to a boil; continue cooking until the liquid is reduced by about half, 10 to 12 minutes.

Combine butter and flour in a small bowl. Stir tomato paste into the pan until dissolved, then add the butter-flour paste in small bits, breaking up any lumps with a wooden spoon, until it's dissolved. Add prunes and continue cooking until the sauce has thickened, about 3 minutes more. Add the roasted shallots and steaks to the pan along with any accumulated juices. Turn to coat and cook until heated through, 1 to 2 minutes. Serve the steaks with the pan sauce.

Note: Madeira, a fortified wine from the Portuguese island of Madeira, has a sweet, mellow flavor somewhat like sherry. Find it at liquor stores or in the wine section of the supermarket.