Trim excess fat from steak; cut into 6 serving-size pieces, and set aside.
Combine flour, salt, and pepper; mix well. Dredge steaks in seasoned flour. Place 1 dill pickle strip and 1 bacon half on each piece of steak. Roll up each piece jellyroll fashion; secure with a wooden pick.
Brown steaks in hot oil in a large skillet; transfer steak rolls to a 9-inch square baking dish. Add water and Worcestershire sauce. Cover and bake at 350° for 1 hour and 10 minutes. Spoon sauce over each steak roll before serving.