Smoky Dry-Rubbed Pork Steaks

Toast fennel seeds in a dry small skillet over medium-low heat, tossing occasionally, until nutty and fragrant, 1–2 minutes. Transfer to a cutting board and coarsely chop, then transfer to a small bowl. Add brown sugar, salt, paprika, garlic powder, and mustard powder. Zest lemon and orange (reserve zested lemon and orange), add zest to bowl, and toss to combine. Rub pork all over with dry rub, pressing to adhere as much as possible to the surface. Place steaks on a wire rack set over a sheet pan and chill at least 3 hours and up to 24.
Preheat oven to 325°F. Thoroughly pat dry pork steaks. Heat a large ovenproof skillet (preferably cast iron) over high until smoking. Drizzle steaks with oil and rub to cover all surfaces. Working in batches if needed, sear steaks on all sides until deeply browned and lightly charred, 4–5 minutes per side. (Keep a good eye on them; they’ll take on color relatively fast because of the sugar.) Transfer steaks to a plate. Reserve skillet.
Wipe out any accumulated dry brine and juices from sheet pan, then place steaks back on rack set over sheet pan. Return skillet to high heat. Halve reserved lemon and orange and sear (cut side down) until charred; set aside.
Transfer steaks to oven and bake until an instant-read thermometer inserted into thickest part registers 140°F, 30–40 minutes. (Start checking after the first 30 minutes; the time will vary based on the shape and size of your steaks.) Transfer to a cutting board and let steaks rest 10 minutes. Thinly slice on a diagonal, transfer to a platter, and squeeze charred citrus halves over.