Is there any way to make green peppercorn sauce for steak a day ahead?

Yes you certainly can. However, it won't be quite as flavorful if you don't make it in the pan or skillet on which you cooked the steak. The other alternative is to prep all the ingredients and keep them in the fridge so that you can make the sauce quickly. Combine all the liquids in a jar and put the chopped shallots in a baggie. It only takes a few minutes to cook. But if that's just too stressful, just make the sauce ahead. It'll still be good!