Heat gas grill to medium-high or coals in a charcoal grill to medium-hot. Lightly coat grill rack with oil or cooking spray.
In a small bowl, stir together sour cream, parsley, shallot and mustard. Cover and refrigerate until ready to serve.
Rub both sides of tuna steaks with Montreal seasoning. Grill for 3 minutes per side. Remove to a plate and keep warm.
Spread top of each bread slice with 2 teaspoons of sour cream mixture. Sandwich a tuna steak and some frisée between bread slices and serve.