Season both sides of each New York Strip steak with dried thyme and ½ teaspoon each salt and black pepper.

Heat coconut oil in a large skillet over high heat. Add seasoned steaks, on at a time, and cook for 3-4 minutes per side for medium rare. Once cooked to desired doneness, remove steak from skillet and transfer cooked steak to a plate. Cover steak with foil and allow steak to rest for 10 minutes.

Reduce heat to medium and add butter to skillet. Once butter is melted, add leeks and cook for 5-6 minutes, or until translucent and soften. Add mushrooms and cook for 5-6 minutes or until browned. Stir in garlic and cook for 1-2 minutes.

Increase heat to medium-high and push sautéed vegetables to the side of the skillet. Add Worcestershire sauce to deglaze the skillet. Cook for 1-2 minutes, scraping the bottom and sides of skillet.

Reduce heat to low. Slowly stir in the heavy cream and Parmesan cheese. Cook, stirring constantly, for 2-3 minutes or until sauce is slightly thickened.

Thinly slice steak, against the grain, and serve topped with mushroom leek sauce.