Hahah, yeah, can't say I haven't heard that response before! :P
I like grilled food too, there are lots of options for puck-shaped protein patties that can be BBQd out back, which don't have any animal parts, but taste crazy good. Myself, I don't crave protein pucks. But yeah, that flame-grilled and fatty flavour, with a sweet sauce of some sort, yum. I like to make kebabs and grill them. Back when I was eating prawns (I consider them mosquitos-of-the-sea, and I kill mosquitos on sight, vegan or not) I used to alternate the skewers with a prawn, a pepper, an onion, a garlic, and back to prawn again. Maybe some fungi on there as well, doused in herbs and olive oil, grilled to perfection.
I don't know what a vegan equivalent to a steak is. I guess they do have some pretty good fake meats now, including steaks, so within a few years you should be able to get realistic plant-based steaks, roasts, etc.
The vegan cheeses are dare I say it often better than breastmilk cheeses. A few years ago, they still sucked, but we seem to have figured that out now.