Sprinkle steak with salt and pepper. Place in a greased 13- x 9- x 2-inch baking dish. Insert meat thermometer, if desired.
Combine catsup, chili sauce, and Worcestershire sauce; pour over steak. Place onion, green pepper, and lemon slices on top of steak. Dot with butter. Pour water around steak.
Bake at 400° for 1 hour or until meat thermometer registers 140° (rare). Discard lemon slices.
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