PREHEAT grill to medium heat. Wrap bacon slice around outside edge of each steak; secure with string or toothpick.
MIX steak sauce, ketchup, marmalade, lemon juice, onions and garlic. Remove 1/2 cup of the steak sauce mixture for brushing onto steaks as they cook on the grill. Set remaining steak sauce mixture aside for serving with the steaks.
GRILL or broil steaks 5 to 7 min. on each side for medium doneness (160°F), brushing frequently with the reserved 1/2 cup steak sauce mixture. Serve steaks with the remaining steak sauce mixture.