I was in a high-end steakhouse in Oklahoma City a couple of weeks ago, and they were cold smoking New York Strips for 30 minutes to an hour and then grilling to temp later. I tried one and it was pretty good! (Mickey Mantles Steakhouse)
I maybe a little late on this, but cook them like you would a prime rib. We do them at Trade Shows all the time and they are great. If you want to crisp up the outside, once they are done and you cut them, throw them on the grill for a couple of minutes on each side.
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