Well, glad to know it's not just me, I guess.
phatbeetle and vadio, I just have an old electric burner range (we are going to get something new in the next few months), but I do have a cast iron griddle with ridges, which is well-seasoned, and which I heat on the burners for 10-15 minutes until very hot. I put a little oil on the steaks, not the grill, and they don't stick. They're better this way, but they still spread out and get very thin. It's kind of a pain to clean the griddle afterward, so last time I did try doing them in a pan (hot All-Clad), which is how I cooked them a lot in the US with good success, but they were pretty mediocre (and spread out and got thin).
I would love to be able to BBQ but we're not allowed to have them in our estate (nor could I have one in my US flat). Guess I'll just have to stick to eating steak when we dine out (we did just find a great steak restaurant, so it's not a terrible burden). Good to know about the Gaucho Grill!