Coat grill rack with nonstick cooking spray. Preheat grill to medium-high (350°F to 400°F). Season steaks with salt and pepper to taste. Grill steaks, covered, 4 to 6 minutes per side for medium-rare (145°F) or to desired doneness.
Meanwhile, cut 2 of the lemons in half. Grill lemons, cut side down, 2 to 3 minutes.
For the sauce, juice remaining lemon into a small bowl. Add oregano, oil, garlic and vinegar; whisk to combine.
Transfer steak to a cutting board; let stand 5 minutes. Thinly slice steak against the grain, and place on a platter. Spoon sauce on top, and serve with grilled lemons.