For a charcoal grill, place the tuna steaks on the grill rack directly over medium coals. Grill, uncovered, for 4 to 6 minutes per 12inch thickness or until fish begins to flake when tested with a fork but is still pink in the center, turning once halfway through cooking. For a gas grill, preheat the grill. If the price has you feeling a little seasick, then seek out frozen tuna steaks. Tuna freezes well, and the frozen steaks may actually be the highest quality offering. How To Cook Tuna Steaks In OvenTuna steaks appeal to those who want to enjoy seafood but dont appreciate strong fishy odors. Although fresh tuna can be expensive, the dense, flavorsome steaks. How to Cook Tuna Steak. Tuna is a versatile fish, and there are dozens ways of preparing and serving it. Tuna steaks are especially thick cuts, so they can. How To Make Nigerian Jollof Rice more.