Trim fat from steaks. In a small bowl combine ground ancho pepper, cocoa powder, salt, and black pepper. Brush steaks with oil. Wearing plastic or rubber gloves, sprinkle ancho pepper mixture evenly over steaks; rub in with your gloved fingers.
For a charcoal grill, arrange medium-hot coals around a drip pan. Test for medium heat above pan. Place steaks on grill rack over drip pan. Cover and grill for 30 to 35 minutes for medium-rare (145 degrees F) or 35 to 40 minutes for medium (160 degrees F). (For a gas gill, preheat grill. Reduce heat to medium. Adjust for indirect cooking. Grill as above.) Slice steaks into serving-size pieces.