I should try that some day. I roast peppers and eggplant directly on the coals and steaks seem like a natural. It's actually not as hot as you might think because the steaks tend to smother the coals a bit. (I've seen it done on Primal Grill.)
A little ash never hurt anyone anyway. When I was a kid ISTR that one of the books suggested using a little ash from the fire to season food.