Place lamb steaks in a single layer in a shallow dish. Cover with olive oil, garlic, rosemary, salt, and pepper. Flip steaks to coat both sides. Let sit until steaks absorb flavors, about 30 minutes.
Preheat an outdoor grill for high heat and lightly oil the grate. Cook steaks until browned on the outside and slightly pink in the center, about 5 minutes per side for medium. An instant-read thermometer inserted into the center should read at least 140 degrees F (60 degrees C).