Preheat an outdoor grill or a grill pan to medium-high. Soak four 8-inch wooden skewers in water and set aside. Season the steaks lightly with salt and pepper. Top each steak with a sage leaf and a slice of pancetta. Using kitchen twine, tie up each steak like a package and transfer to the grill. Cover with the grill lid or loosely with foil and grill for 4 minutes on each side for medium-rare, or 6 minutes on each side for medium. Cut off the string and let the steaks rest.
While the steaks cook, in a bowl, mix the EVOO, garlic, parsley, lemon peel and crushed red pepper. Coat the shrimp with the oil mixture. On a soaked skewer, thread 1 shrimp through its tail end, then 1 cherry tomato and then the shrimp through its head end so that the cherry tomato nests in the curve of each shrimp; repeat with another shrimp and tomato on the same skewer. Prepare 3 more skewers with the remaining shrimp and tomatoes. Grill the shrimp for 2 to 3 minutes on each side until pink and opaque. (Alternatively, broil the shrimp skewers 6 inches from the heat, turning once.)
Serve the steaks pancetta-side up with the shrimp skewers alongside.