So I have these filets from Omaha Steaks that I want to throw on the grill tomorrow. I've always used a marinade when grilling steaks, but these particular filets come wrapped on the outside with bacon. I'm thinking the steak marinade may make the bacon taste funny. Would it be better if I just went with a dry rub on these or would I be best just removing the bacon and marinading as ususal? I don't think my self or my guests will miss the bacon if the steaks taste good.