Clean and quarter the mushrooms. Season the beef rump steaks with salt and pepper.
Heat the oil in a pan over high heat. Fry the steaks 3 to 4 minutes on each side until cooked to medium (71°C / 160°F internal temperature). Remove and keep warm.
In the same pan, melt the butter over medium-high heat. Add the mushrooms and onions, and fry for 2 minutes.
Pour in the cognac to deglaze the pan. Add the whipped cream and cook for 1 minute. Stir in the pickles and mustard. Season with salt and pepper.