In a heavy-duty resealable plastic bag, combine oil, lemon juice, garlic, Worcestershire sauce and pepper. Add steaks to bag. Press the air out of the bag, and seal tightly. Turn the bag several times to distribute the marinade; place the bag in a bowl and refrigerate 30 minutes, turning bag occasionally.

Remove steaks from marinade. Place steaks on grill and pour remaining marinade on top of steaks. Grill 4 to 5 minutes on each side or to the desired degree of doneness. Let the steaks sit for at least 5 minutes before cutting.