Fold a paper towel in half until it is the size of your grill cleaning brush. Soak it with some oil. I suggest an oil with a high smoke point like an extra light olive oil or grape seed oil. Brush this over the cooking grates evenly. Yes, it will smoke some, but that's okay. As long as you don't let the grill sit at its highest temperature for too long before grilling, the oil will remain there when the steaks go on.