Remove cube steak from packaging and pat dry with paper towels, place in a zip to bag or casserole dish.
In a bowl, whisk together Worcestershire sauce, apple cider vinegar, olive oil, hot sauce, brown mustard, steak rub and salt.
Pour the marinade over the steak, turning to coat well. Cover with plastic wrap and refrigerate at least one hour up to 4 hours.
About an hour before serving, cook baked potatoes on the grill or oven.
Prepare a grill fire to 350° using hickory or oak chunks for smoke flavor.
Remove steak from marinade and place onto a hot grill over indirect fire. Cook with the grill closed for 5 minutes.
Turn the steaks and continue to cook until internal temperature of steak reaches 140°- 145° using a digital meat thermometer.
Place steak on a cutting board and cover with foil.
Place bacon grease or butter into a large cast iron skillet. When hot, add the onions, cooking 2 minutes. Stir in the flour and continue cooking until golden brown.
Add beef broth and Worcestershire sauce, whisking until thickened. Season with salt and pepper.
Using a sharp knife, cut the steak into 1/4 inch strips.
Split baked potatoes in half and flatten on a plate. Butter the potatoes and top with strips of steak.
Pour onion gravy over the the steak and potato. Garnish with parsley and serve immediately.