For quince aioli: Boil quince in water until soft. Drain well, mash quince with a fork, and set aside.
Put egg yolks, garlic, vinegar, water and salt in blender.
Slowly drizzle in some vegetable oil while blending to form an emulsion. When mixture becomes thick and white, transfer from blender to a large mixing bowl.
Add mashed quince and using a wire whisk, whip mixture to combine well. Continue to slowly add the rest of both oils while whisking. Check seasoning and add more salt if necessary.
Chill aioli until ready to serve.
To make onion marmalade: Fill a cheesecloth sachet with bay leaf, whole allspice, ancho chili pepper and fennel seed.
Combine all ingredients and cheesecloth in a medium, heavy-bottomed saucepan and cook over low heat, stirring occasionally for about 1 1/2 hours, until a thick and marmalade-like consistency.
To make hanger steaks: Season the hanger steaks generously with salt and pepper. After seasoning, let the steaks sit at room temperature for 15 minutes before cooking.
Oil grill rack, then grill steaks, turning so that all sides are seared. Cook approximately 9 minutes total for medium-rare.
Let rest on a cutting board 5 minutes, then slice thinly across the grain.
Make sure onion marmalade and quince aioli are both at room temperature, and serve on top of hanger steak.