Preheat oven to 225F. Place an ovenproof dish in the oven to heat.
Crush peppercorns in a clean coffee grinder until broken and chunky, don't grind to a powder.xxx
Place the peppercorns in a pie plate and dip the steaks in the pepper until nicely coated.
Heat the oil in a frying pan until just smoking. Add the steaks and sear until each is nicely browned on each side. Once browned, remove the steaks from the pan and place in the heated dish in the oven. The steaks will continue to cook in the oven.
Add the Cognac to the fry pan and allow it to cook down then add the cream. Once the cream starts forming large bubbles and starts to thicken, add the steaks back to the sauce and cook until the desired temperature has reached. Use a meat thermometer to check the steaks.
Once cooked to your liking, remove from the pan, place the steaks back in the baking dish, pour the sauce over and serve.