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grill. Every time I make it comes out to dry.
Don't cook it so long. Real hot charcoal or wood fire (I will not cook on a gas grill), steaks about 3/8in thick, just a couple minutes a side over the hot part of the fire.

This is what I do. Thaw the steaks, cool but not frozen, season and set aside. Start fire. Cook potatoes and veggies. Put steaks on fire, don't walk away or you will over cook. Flip often. Give a total of a couple minutes a side.
I've been slicing up venison roasts lately for grilled fajitas. I lay the roast on a cutting board and cut it into slabs about 3/4" thick. After a day-long soak in some saltwater, I marinate with a store-bought fajita seasoning and grill briefly on a hot+ grill. Slice against the grain and it is good medium-rare stuff.
Here's one I've had published a few times. Every one seems to like this one.

Greek Venison Loin Marinade

5 cloves garlic
1/2 cup olive oil
1 Tablespoon oregano
1 fresh lemon seeded and juiced
2 Tablespoons balsamic or red wine vineger
1 teaspoon sea salt
pepper to taste

Combine all ingredients and favorite cuts of venison or loin chops several hours before grilling.

I've never had an issure with steaks being dry after marinating. Give it a try.

DON'T OVER COOK!! RARE!!! Hot fire, turn once.

Only thing I do on the BBQ is the backstrap or tenderloins. All the rest goes to ground, roast or stew. YMMV
OK, heres one more;
Venison rump roast
1.inject the devil out of it with Mr. Yoshidas sauce or any Teriyaki marinade you like
2.sear both sides over hot coals
3.set aside ( off the top of the hot coals)in a covered grill.
4. turn or otherwise reposition every 10 minutes
5. Check it, get it off the grill at about 45 min. ( for a 2-2.5 lb roast)Should look Rare to Med. Rare inside.
6.Let it sit for about 5 min. ( remember, its still cooking inside...)
7. Slice it into whatever thickness steaks you like!!Have at it!
Simple and good! ( and moist)
REALLY nice served up with the grilled pineapple recipes you guys came up with!
Ingwe
If you want an easy recipie, just roll the loin heavily in your favorite steak rub. Marinade overnight, wrapped in sulfane, and like everyone else has said, cook to medium rare over hot coals. Slice against the grain after letting it cool for just a little bit on the counter (so all the juices don't run out of it right away).
What I have here is a vary difficult and hard to follow direction for tenderloin.

1. Enough aluminum foil to catch the drippings.

2. Wrap the loin up and tooth pick bacon all over loin.

3. Grill at high temp until pink in the middle.

4. Remove from grill, slice and enjoy.

I know this is complicated, the eating part, I mean.
have you ever cut it into chunks around 1" square and marinated in a mix with olive oil, seasoning and red wine for couple hours or longer then skewered with small onion and bell pepper pieces placed between the chunks of meat on the skewer?
roast over hot fire and baste with more oil/seasong mix until smoking hot and veggies seared a good bit then serve with rice and salad.
Butterfly the loin. Open up & salt / pepper. Add layers of peppers such as jalepenos, fresh mushroom slices , your favorite cheese. Fold top over, season outside of meat and wrap with thin slice bacon. You can use toothpicks but I find it easier to use one of the grilling cages used for fish. Cook rare to med/rare. Usually about the time the bacon is done. Slice and dine.

BP...
Mix 1/2 cup Italian salad dressing and 1/4 cup Sprite. 7-Up, etc. is fine, I even used orange juice one time.

Marinate venison chops in the mix for about a half hour.

Remove meat from the mix, (do NOT wipe off) and place on grill. Cook quick but do not overcook, generally 2-3 minutes a side.

Dale
I would never put a piece of venison on the grill,its like morel mushrooms,you have to bread them nicely, and fry or saute in butter,or olive oil.
I do have a recipe for ground deer,where it could be put on the grill. But I think venison is much to tender to grill.
When its time to work up the quarters, I have a grinder.And I add raw bacon to my meat and grind together.This makes the best hamburgers as it adds a touch of fat to the lean meat.
But hey,if a man is cooking, cook it anyway you want.
Tenderloins -
When they are still a bit frozen, cust them in 2" slices for small pieces that cook in three turns. Use fresh ground pepper and coarse salt on top/bottom. Charcoal grill going strong. Drop them on, sear that side, turn them, sear that side, turn them the third time for 3 - 4 minutes and plate.

OR

Plank cook any venison (other than roasts), soak the planks, salt/pepper the venison, add onion and fresh tomato cubed, put it on the charcoal fire, grate up medium or bit higher (direct or indirect).

These two are the favorites in our house.
The only venison I don't grill is either in a stew ,roast or spaghetti sauce. I salt/pepper,and then spritz with olive oil.

I grill about 4-5 times a week.It would take too much time to light charcoal that many times
I love venison bone-in chops grilled, basted with olive oil/seasoning mix. needs a fairly hot fire to sear the meat, chops about 1" or so thick.
does good for ribs this way too.
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