To the OP,
Metro has steaks in the freezer like you said, but there is a meat room as well that has whole tenderloins from (inner) Mongolia. I've bought them and they were quite good.

For good steak in a restaurant the best I've had in my life was at the Westin hotel in Shenzhen. It was wagyu beef - expensive.

If you are in withdrawal and just want a good steak meal then try Wildfire at the Crowne Plaza.

The Park has good steak. You can choose from imported (Australian I believe) or local. Local steak is 80元 if I remember correctly.

I second Voltaire on The Park's steaks, or at least on the one I had. I've done well at the Australian Bite too.

The Australian steak place in the Wanda mall isn't authentic, wouldn't bother.

in Dali the steak at the foreign wife restaurant is not bad ...but not cheap...tender.
in the xiaguan early in the mornings the beef butchers sometimes have some nice marbled cuts...