Preheat the oven to 425F. Heat one third of the olive oil in a frying pan and cook the onions and garlic until softened, about 5 minutes. Add the tomatoes, salt, and pepper, and cook until thickened, about 20 minutes, stirring frequently. Transfer the tomato mixture to a blender or food processor and purÄe. Stir in the saffron. Heat the remaining oil in a skillet. Dip the monkfish steaks in the milk, then in the flour. Fry the fish until golden, turning occasionally, 5-10 minutes. Transfer the fish to a greased shallow ovenproof dish. Pour the sauce over the fish and sprinkle with the cheese. Cook for 20-25 minutes, until the fish flakes easily when prodded with a fork.