Preheat the grill to medium high and make sure you have both direct and indirect heat. If using charcoal, this means having all the charcoal on one side of the grill and if using gas grill, it means having the middle flames on while the ends are off.
Pat dry the steak and season with the salt, pepper, lemon zest and oregano.
Place the steak on direct heat and grill for 2 minutes on each side until you have the grill marks. Then move the steak to the indirect side and grill to your liking. For medium steak, the internal temperature should register at 145 degrees F which takes about 8 minutes. Make sure to use a digital instant thermometer.
Remove the steak from the grill, wrap it in a piece of aluminum foil and let it rest for 10 minutes.
Meanwhile, mix the arugula with the artichoke, sun dried tomatoes, olives and lemon juice. Make the sauce by mixing the yogurt with the pesto.
Assemble the sandwich - Slice the steak, spread the yogurt pesto sauce, spread on the toasted baguette and top with the steak. Then add the arugula and the artichoke sun dried tomato mix. Top with lemon juice and red onion and serve.