I just love it when really weird stuff turns out great, don't you?  I have plenty of hay and when Raichlen puts one of Reader's recipes in his book, you know you have to try it.  The really interesting thing about this technique is the very thin crust that gets left on the steak.  It's not a sear, it's a crust and it's awesome.  Try it, you'll like it.

Start by soaking some hay (yes, like the kind horses eat) in beer (like the kind you drink) for about half an hour.

The steaks are then glazed with a mixture of a rub, garlic, herbs, balsamic vinegar, soy sauce, and honey.

Once they're glazed, roll them in the beer soaked hay.

So they're completely covered.

Then, place them over high heat and cover quickly.

After they grill for about 15 minutes, take the cover off. 
During the grilling, there will be lots of smoke.  That's a good thing.

When you take the cover off, the hay will start to burn.
It's a good idea to have the grill in an open area for this one (not on your deck).

The hay burns off and the steaks are done.  This one still has a little left on before I flipped it.

Unfortunately, I was so ready to eat I didn't take a final picture.
Guess you're going to have to do that one yourself.