When the steaks hit the grill, start the sauce by sautéing the mushrooms, over medium heat, in the butter, until they shrink and just beginning to turn a little brown at the edges.
Season with salt and pepper.
Add the shallots and garlic; sauté for another minute or so until they soften.
Add the bourbon and let that cook off for only a minute.
Add the beef stock and nutmeg; allow the sauté, to reduce by almost half. for the next few minutes.
Add the whipping cream and thyme; cook for only a minute or two more until the sauce is the right consistency; it should not be too thick but should coat the back of a metal spoon; If you reduce the sauce too much, just thin it with a little extra splash of beef stock.
Just before serving, remove the sauce from the heat and stir in an additional butter; this gives the sauce good body when serving.
