Begin by pre heating the oven to 375 degrees. Place the tomatoes in a small baking dish. Drizzle with a generous amount of olive oil and sprinkle with salt and pepper. Toss to coat and place in the oven. Cook for 10-20 minutes or until the tomatoes have burst and the skin is wrinkled. Remove from the oven.
Heat a skillet over medium high heat. Season both sides of the steak liberally with salt and pepper and place in the pan. Sear on both sides until the steak is to your desired doneness. Remove from the pan and let rest for 10-15 minutes, then slice the steak thinly across the grain.
Take the sliced baguette and place on a baking sheet. Drizzle the tops with a little olive oil and broil for 1-2 minutes just until golden.
To assemble, take one toast and top with 1-2 tomatoes, 1-3 slices of steak, a few crumbles of gorgonzola, arugula, and shaved parmigiano-reggiano. Repeat with remaining toasts and serve immediately.