The quick answer is either. We like to sear first either in a skillet on stovetop or on the grill at medium high heat. Then you can finish at a lower temperature wherever you like. If you've got the grill going to sear there you'll probably want to finish on the grill. Just move your steaks to indirect heat, insert the probes and monitor the temperature. If you don't have a grill your steaks will still be delicious cooked indoors. Just sear in the skillet and then move to a 250 degree oven to finish, with the probes inserted. They can go right in the oven and close the oven door on the wires. So, it's really up to you. Choose any combination of pan or grill searing and indirect grill heat or low oven heat that you like.