Place the potatoes in a large pot of salted water and bring to a boil. Cook until tender, about 15 minutes; drain. Add the milk and 1 Tbs. oil, and mash until desired consistency. Season with 1/2 tsp. of the salt and the pepper.
Coat a grill pan or skillet with cooking spray. Season steak with remaining salt and pepper and cook over medium heat, turning once, until just done, 6 to 8 minutes. Transfer to a plate, let rest for 5 minutes; slice.
Toss the carrots and cabbage with 2 Tbs. oil, zest and orange juice, season to taste. Serve with the steak and potatoes.