What character did longtime E-Streeter Steven Van Zandt play on the TV series The Sopranos ?

Van Zandt played the part of Silvio Dante.

In 1999, Van Zandt took one of the core roles in The Sopranos, playing level-headed but deadly mob consigliere and strip club owner Silvio Dante. Van Zandt had no acting experience, and the unusual casting choice was made by series creator David Chase, who had remembered him as having an "interesting look" on Springsteen album photos.
Wikipedia

Spot on !

Thanks for the answer !