This is a delicious and easy roasted delmonico steak in the oven. 1. Preheat the oven to 350 degrees Fahrenheit. 2. Cut the delmonico steak into thin strips. 3. Spread the strips out on a baking sheet. 4. Drizzle some olive oil over the strips. 5. Bake the strips in the oven for about 10 minutes, or until they are browned and cooked through. 6. Serve the strips with your favorite vegetables and sides.