Take the steak, lettuce, bell pepper and onion out to the grill. Oil the grill rack (see Tip). Put everything on the grill, placing the steak on the hottest part. Grill the steak, turning once, until desired doneness, 6 to 8 minutes per side for medium. Grill the pepper and onion, turning occasionally, until charred and tender, about 10 minutes total. Grill the lettuce, turning once, until lightly charred, about 2 minutes per side.