Steak Tartare @ The Grill on the Alley By Penny Pollack March 31, 2011, 12:00 am What’s with all the anchovy juice and capers in the steak tartare @ The Grill on the Alley? Might be wise to mention all that up front. THE GRILL ON THE ALLEY: Westin Hotel, 909 N Michigan; 312-255-9009 Tags: What Penny Eats