Make ahead: prepare the polenta. Bring the water and broth to a boil, then add salt. Slowly add polenta, whisking the entire time to prevent clumping. Reduce heat to medium low and simmer, stirring frequently for approximately 5 minutes until polenta reaches a thick consistency (like grits). Remove from heat and season with salt and pepper to taste. Pour polenta into a lightly greased round cake pan and let cool, then cover and refrigerate at least 2 hours.
Make ahead, step 2: Prep the salsa verde. In a small food processor, blend parsley, lemon juice, lemon zest, garlic, capers and balsamic vinegar. While food processor is running, add olive oil in a slow stream until fully incorporated. Remove from food processor, transfer to a bowl and cover. Do not refrigerate.
Remove steaks from refrigerator approximately 30 minutes before grilling and spread olive oil and balsamic glace evenly over steaks (I use my hands to make sure an even coat is applied). Let sit and come to room temperature.
Preheat oven to 350 degrees and remove chilled polenta loaf from pan (invert onto a cutting board and rap sharply with the heel of your hand, or run a dull knife along the outside edge of the pan to loosen the polenta). The polenta should release from the pan in one solid shape.
Cut polenta into 1-inch strips, then arrange on a pan lined with Silpat (silicone baking sheet liner) or aluminum foil. Bake polenta strips in oven for 5-7 minutes, until the outside is just slightly dry to the touch. Remove from oven and brush strips lightly with olive oil.
Heat grill to high heat. Grill steaks, approximately 3-4 minutes per side for medium rare. Remove steaks from heat and place on a platter covered loosely with aluminum foil. If your grill is large enough, grill the polenta cakes at the same time, approximately 3-4 minutes per side. Remove polenta and transfer to a platter and also cover loosely with foil.
Toss zucchini and grape tomatoes in a large bowl with salsa verde. Serve with polenta and steak.