Place a large skillet over high heat and when it is hot, add the oil. Add the steak and cook until it is browned on all sides, about 6 minutes. Transfer the meat to a plate and set aside.
Reheat (but do not clean) the skillet, add the onion and cook, stirring occasionally for 5 minutes. Add the mushrooms and cook until the vegetables are softened and browned, about 10 minutes. Gradually add the tomato paste, Dijon mustard and Worcestershire sauce, stirring until it is thoroughly mixed.
Put the beef stock, yogurt and cognac in a small bowl or cup and mix well. Slowly add the yogurt mixture to the pan, stirring all the while and cook until just heated through, about 2 minutes.
Add the reserved beef and cook one minute.
Serve immediately, garnished with parsley.