Place the sirloin cap (picanha) steak with the fat side down on a cutting board. Using a very sharp knife, cut the steak going with the grain into 1-inch thick slices. Each slice will have a layer of fat along the bottom.
Preheat the grill on high heat (400 F degrees). Place the skewers or steaks on a diagonal along the grill. Cook for 5 minutes, flip and cook for another 5 minutes for medium rare. Medium rare = 10 minutes, Medium = 15 minutes, Well = 20 minutes.