Make herb butter: Beat butter with oregano, parsley, lemon zest, garlic, salt, and chili until combined. Roll in plastic wrap into a log. Refrigerate until firm.
Rub steaks with olive oil, oregano, paprika, garlic, salt, and pepper. Rest at room temperature 30 minutes.
Heat grill to maximum. Grill steaks 3-4 minutes per side for medium-rare -- do not move them during cooking to build the crust.
Rest steaks 5 minutes on a warm plate.
Serve whole or sliced, each topped with a round of herb butter. Add lemon wedges alongside.