Squeeze the lime juice over the steaks, drizzle with the oil and season generously with salt. This should be done at least 1 hour before cooking or up to 10 hours for even better results. When ready to cook, prepare a direct heat fire.
While the coals are heating up, mix together the coriander, garlic, chilli powder, cumin, oil, salt and pepper in a bowl. Set aside. When the coals are white-hot and it is uncomfortable to hold your hand 5cm above the grill for more than 2 seconds, you’re ready to cook.
Lightly brush the cooking grate with oil and then place the bone marrow bones on the grate, cut side down, for 30 seconds. Turn over and continue roasting the bones by moving them from side to side. As the bone marrow cooks, it will begin to break away from the bone and melt. When this happens, transfer the bones to a frying pan to continue cooking until the bone marrow is soft and oozing deliciousness. Brush each generously with the coriander mixture and wrap in foil to keep warm while you cook the steaks.
Place the steaks on the hot grill and cook for about 5 minutes, turning every 30 seconds. I know that sounds like a lot of fuss but they cook better that way. Cook the steaks until they reach an internal temperature of 50°C for rare or 56°C for medium.
Transfer to a cutting board and allow to rest for a few minutes. If the bone marrow has cooled too much, return to the pan and place back on the grill to heat up.
Slice the steaks against the grain and serve with the bone marrow. You can dip the meat into the hot marrow or scoop it out and let it melt on top of the steaks. Serve with lime wedges for squeezing over.