Rub the steak with the olive oil, pepper, and rosemary. Set aside for 20 to 30 minutes until ready to grill.
Soak the dried mushrooms in a small bowl in the boiling water for 20 to 30 minutes. Drain the liquid into another bowl, straining it through a coffee filter to remove any sandy grit. Set the liquid aside. Gently squeeze the mushrooms to remove any excess liquid.
Heat the oil in a large skillet over medium-high heat. Add the sage and cook, stirring, for about 30 seconds, until sizzling and fragrant. Add the shallots and cook, stirring, for about 30 seconds, or until the begin to soften. Add the cremini and shiitake mushrooms, the reserved dried mushrooms, the reserved soaking liquid, and the salt. Stir until well mixed. Cover and cook for 3 or 4 minutes, or until the mushrooms are soft.
Add the cream and sherry to the skillet and season to taste with pepper. Bring to a simmer over medium-high heat and cook for 3 or 4 minutes or until the sauce is slightly thickened. Stir in the parsley and serve.
Prepare a charcoal or gas grill. Lightly spray the grill rack with vegetable oil cooking spray. The coals should be moderately hot to hot.
Rub the salt into both sides of the steak. Grill for 8 to 10 minutes on each side for medium-rare meat. When done, allow the meat to rest for a few minutes before carving. Transfer to a warmed serving platter. Serve with Mushroom Sage Sauce.