Miso, Japanese bean paste, makes a sweet finish for this fish dish.
To make the miso-shallot caramel, place sugar and about 2 tablespoons water in a small saucepan, and cook over medium-high heat until sugar is dissolved and turns amber in color, between 10 and 12 minutes.
Add shallots, and toss to coat. Cook, stirring until caramel is liquid again, 1 to 2 minutes. Add miso, soy sauce, star anise, Worcestershire sauce, and Marsala wine; stir to combine. Reduce heat to medium, and cook until syrupy, about 8 minutes. Remove from heat, and discard anise.
Transfer the mixture to the jar of a blender. Puree until smooth, about 5 minutes, scraping down the sides as needed. Transfer to a bowl; set aside.
Place sesame seeds in a small saute pan set over medium heat, and toast until seeds are golden brown, about 5 minutes. Remove from heat; set aside to cool.
Heat a grill or grill pan until very hot. Season the tuna steaks with salt and pepper. Place tuna steaks on hot grill, and cook until browned, about 2 minutes. Turn over, and continue cooking 1 to 2 minutes more. Transfer tuna steaks to a large cutting board; immediately brush tops with the reserved miso caramel.
Slice each tuna steak diagonally into 3 pieces. Garnish with the reserved toasted sesame seeds, and serve.