Steak Sandwich with Slaw and Spicy Mayo

Steak
400 grams steak (use sirloin, scotch, rump or flat-iron)
olive oil
sea salt and ground pepper
Spicy mayo
½ cup mayonnaise
1-2 teaspoons hot sauce (I use Sriracha chilli sauce or chipotle Tabasco sauce)
1 teaspoon smoked paprika
Slaw
2 cups each very finely sliced red cabbage and white cabbage
2 spring onions, thinly sliced
1 small fennel bulb and fronds, thinly sliced
½ cup sliced zucchini pickles (also known as bread and butter pickles)
2 tablespoons juice from pickle jar
1 tablespoon olive oil
To assemble
8 slices crispy cooked bacon
8 slices sourdough bread, grilled or toasted