I wouldn't grill them at all. A big mistake IMO as they have no fat- 1. All you're going to do is dry them out. 2. They need some sort of sauce for taste.

Cast iron skillet with olive oil flipping every minute, then add a stick of butter, a few sprigs of thyme and 2-3 whole garlic cloves- baste for the final 2-3 minutes flipping evry 30 seconds. Total cooking time depends upon thickness.

Don't go past medium rare.

Take them out of the pan, deglaze with cognac, toss in some cream, reduce for 3-4 minutes while they rest.