I have never tried to oven cook a steak. Back when I was living in Tucson, I would go out back and grab a bunch of Mesquite deadwood from the trees, get a roaring fire going on my grill.
When the grill was REALLY hot and smokey, throw the steaks on. I like my steaks Charred/Rare. Charred black and crispy on the outside and pretty rare inside, of course,, over Mesquite wood.