1. For rub, in bowl combine chile powders, paprika, peppers, and sugar.
2. Prepare grill for direct cooking over low heat (about 300 degrees F). Meanwhile, let meat come to room temperature about 20 minutes before grilling. Pat meat with paper towels to remove excess moisture. Just before grilling, brush steaks with oil. Sprinkle about 1 tablespoons of rub and a little salt on steaks; pat in with fingers.
3. Place steaks directly over medium-high heat for about 5 minutes. Turn and grill 5 more minutes for medium-rare doneness. Remove from grill. Let rest at least 5 minutes.
4. Top hot steaks with Whiskey Butter. To serve, slice steaks.
5. Whiskey Butter:Combine butter, shallot, parsley, mustard, Worcestershire, Jack Daniel's, salt, and pepper. Mix well. Drop butter in spoonfuls onto waxed paper. Roll in plastic and smooth out to form a round log. Refrigerate until hard and easy to cut, at least 3 hours. Store in the refrigerator for up to 1 week, or freeze for up to 3 months.
6. Store rub, covered, up to 3 months.