Place the steak pieces between 2 pieces of plastic wrap or parchment and pound to 1/4- inch thickness. Cut into 4 equal pieces, diagonally, against the grain.
In a small bowl, whisk together 1 tablespoon of the olive oil, balsamic vinegar, sugar and garlic. Put the steak into a sealable plastic bag with the marinade and let sit for 30 minutes at room temperature, or 1 hour in the refrigerator.
In the meantime, in a small bowl combine the blue cheese and buttermilk with a fork, mashing until creamy. Stir in the Worcestershire and set aside.
Spray a large grill pan with cooking spray and preheat over medium-high heat. Cut the onion into 1/4-inch rounds brush both sides with the remaining tablespoon of oil and grill 6 minutes per side. Separate into rings and set aside.
Remove the meat from the marinade and season both sides with salt and pepper. Discard the marinade. Cook the meat in the grill pan over medium-high heat for about 3 minutes per side for medium rare.
Arrange 3 radicchio leaves and a pile of onions on each serving plate. Top with a piece of steak. Drizzle with blue cheese sauce and top with a sprinkling of parsley.