i know this isn't true grilling but when its 10 degrees outside its better than ruining a good steak in the broiler. i will pull a frozen streak out of the freezer before i go to work and put it in the fridge. when you get home it should be partially frozen in the middle. rub butter and montreal steak seasoning on it and throw it in. you can leave it on long enough to get the outside done and dark, but since you started with the middle frozen it won't dry out.
i've found they are one of the best ways to cook tuna steaks