Bone-In Sirloin @ The Capital Grille By Penny Pollack October 11, 2013, 3:31 pm Photo by Penny Pollack. I would order the Kona-coffee-crusted bone-in sirloin @ The Capital Grille again just to have another crack at the shallot butter sauce. The Capital Grille. 633 N. St. Clair St., 312-337-9400. Tags: What Penny Eats
