Heat grill to high heat.
Thinly slice the peppers and onion and place them in the center of a large piece of heavy duty or grill-safe foil.
Squeeze the juice of the lime and the half an orange into a small bowl.
Add the tequila, oil, cilantro, garlic, jalapeno, sugar and salt to the lime and orange juice. Whisk to combine.
Pour about 1/4 of the marinade over the peppers and onions. Fold the foil to seal.
Place the steaks in a zippered bag and pour the remaining marinade over them. Allow the steaks to marinate for 20 minutes.
Turn half the grill burners to low and place the foil packet on the low heat side. Close lid. Peppers and onions will cook while the steak is marinating.
After 20 minutes, remove the steak from the marinade and place on the hot side of the grill. Cook for about 3 minutes.
Flip the steaks over and move them to the lower heat side of the grill. Cook until desired temperature is reached (135 degrees for medium rare, 150 degrees for medium).
Remove both the steak and the foil packet with peppers and onion from the grill. Allow the steak to rest for 10 minutes before slicing and serving.