Heat the oil in a pot set over medium-high. Add the onions, mushrooms and garlic and cook until tender, about 5 minutes. Mix in flour, thyme and paprika and cook 2 minutes more. Slowly mix in the wine. Cook the mixture until very thick, and then slowly mix in the stock. Bring to a simmer and cook until the sauce lightly thickens. Meanwhile, preheat you indoor or outdoor grill to medium-high.
When sauce has thickened, mix in the sour cream. Season the sauce with salt and pepper. Cover and reserve the sauce on low heat.
Season the steaks with salt and pepper. Lightly oil the bars of the grill. Grill the steaks to the desired doneness, allowing 2 to 3 minutes per side for rare, and 3 to 4 minutes per side for medium rare to medium. Plate the steaks, top with sauce, sprinkle with parsley and serve.