Steak out the king fillets and leave skin on. I remove every trace of red from the fillets but that's just me.
Place in a baking dish and cover with....you ready?......Thousand Island dressing. Let em sit for a few hours in the fridge.
Start grill and get the steaks out of fridge. Wrap each steak with Bacon and secure with toothpicks.
Grill over medium heat about 3-4 minutes a side until the steaks begin to crack a bit easily with a fork.
For more flavor use some Mesquite chips that have soaked in water in the grill while cooking the steaks.
Skin will slide right off and oil from steaks will cause flame ups so be ready with beer in case you need to pour a little onto the flare ups.