Tips. 1  The cooking times described are for thin-cut steaks, approximately 1/4- to 1/2-inch thick. 2  Thicker steaks require additional cooking time. 3  For good results with a thin steak, choose a cut that is tender and flavorful; tougher cuts are not ideal for high-heat direct grilling.tep 6. Place the steaks on a preheated grill at a 45-degree angle to the grill grate and cook for 1 to 1 1/2 minutes; then rotate the steaks 90 degrees and grill for an additional 1 to 1 1/2 minutes.