Wrap a bacon slice around edge of each steak; secure with string or toothpick.
Mix steak sauce, ketchup, marmalade, lemon juice, onion and garlic; reserve 2/3 cup steak sauce mixture.
Grill or broil steaks for 6 to 8 minutes on each side or until desired doneness, brushing often with the remaining sauce mixture. Serve steaks with reserved steak sauce mixture.