Season the steaks with salt and freshly ground pepper.
You can either grill them or pan sear them in a skillet on your stove top. When done, remove them to a plate tented in foil to keep warm.
Making the sauce
If you cooked the buffalo steaks in a skillet, use the same pan to make the sauce otherwise use a sauce pan. Melt the butter in the pan and sauté the shallots until they are translucent.
Stir in the mustard, Worcestershire and demi glace.
Add the Madeira wine, lemon juice and chopped fresh parsley. Reduce until the sauce is thick enough to coat a spoon.
Finish by tasting and adjusting seasonings with salt and pepper.
Notes
Since buffalo is leaner than beef, you don't want to over cook it. Be careful not to cook them much past medium-rare.