Cooking tied-up ribeye
Cook it with the string on, then remove the string when you eat it. It is there to hold it altogether while cooking. Should be fine to grill, butcher's twine is food safe and stands up to roasting and braising so should be fine on the grill too. But if you wanted to do something else, like turn the smaller pieces into kabobs, then you could skewer them with some veggies and grill them. 

At least your butcher was honest about tying the pieces together with string. I bought a vaccum packed ribeye "steak" the other day and when I was grilling it and turned it, the top part came off as a thin slice like roladen.