1. Finely shred enough peel from one of the lemons to make 1 teaspoon; set aside. Halve and squeeze the juice from that lemon (should have about 3 tablespoons); set aside. Cut the other lemon into very thin slices; set aside.
2. For rub, in a small bowl combine the shredded lemon peel, 2 teaspoons of the olive oil, the rosemary, salt, and pepper. Sprinkle the mixture evenly over both sides of turkey steaks; rub in with your fingers.
3. For a charcoal grill, grill turkey on the rack of an uncovered grill directly over medium coals for 6 minutes. Arrange lemon slices on top of turkey, overlapping if necessary. Cover and grill for 6 to 9 minutes more or until turkey is no longer pink (170 degree F). (For a gas grill, preheat gas grill. Reduce heat to medium. Place turkey on the grill rack over heat. Cover and grill as above.)
4. Meanwhile, in a small saucepan combine the remaining olive oil, the lemon juice, and the capers. Heat through.
5. Remove turkey steaks to a serving platter. Drizzle with the warm caper mixture. Sprinkle with parsley.