Add portobello mushrooms to a shallow baking dish or large freezer bag. Set aside.
In a small mixing bowl, whisk together balsamic vinegar, olive oil, cumin, black pepper, paprika, garlic, and steak sauce (optional). Taste and adjust seasonings as needed.
Add sauce to the mushrooms and use a pastry brush to brush on all sides. Marinate on one side for 5 minutes, then the other side for 5 minutes.
In the meantime, prepare chimichurri by adding parsley, garlic, shallot, red pepper flake, olive oil, lemon juice, salt, and pepper to a medium mixing bowl and whisking to combine. Taste and adjust flavor as needed, adding more lemon juice for acidity, salt for flavor, or red pepper flake for heat. Add avocado and toss to combine. Set aside.
Heat a grill or a large skillet over medium heat. Cook on each side for 2-3 minutes, or until caramelized and deep golden brown. Brush on any remaining marinade while cooking to infuse more flavor.
To serve, top portobello steaks with avocado chimichurri.