Combine all the ingredients for the dry rub in a bowl.
Bake the potatoes until just done. Scoop out the potatoes and whip with the milk, chipotles, garlic, and just enough additional milk to hold them together. Place the potatoes back in the skins. Place the potatoes on the grill, away from the direct flame, and heat the grill.
When the grill is hot, brush the steaks with the olive oil and liberally coat with dry rub. Grill the steaks for about 12 to 16 minutes, turning often, for rare, 15 to 20 minutes for medium-rare (internal temperature 150 degrees F.). You can slice it open to check for doneness, too. Serve with the potatoes.
