1) Start a charcoal or wood fire or preheat a gas grill or broiler, the fire should be quite hot and the rack about 4 inches from the heat source. Rub the salmon steaks with the oil and sprinkle with salt and pepper.
2) Grill or broil the salmon steaks from 3-5 minutes per side, turning once. Use a thin bladed knife to peek at the flesh near the bone and remove the steaks from the heat just before the are cooked to the degree of doneness you like.
3) When the fish is done, serve it with lemon wedges.