Because wild game tends to be tough and very lean, it usually does not lend itself well to steaking. Also, you need to be sure to cook game meats to medium to avoid health issues (as glbirch indicated), which further toughens the meat. The meat should not be greasy unless you've left too much of the external fat on - remove all you can.
That said, the above should help give you the best results if you are intent on BBQ'ing.
I tend to prefer roasting - it insures thorough cooking, normally yields tender results and can really tame the wild game flavor that is off-putting to some. Remember that wild game meats vary much more in cooking times that you are used to with beef. Use an instant-read thermometer and check often, whether roasting or grilling. The loin you mention should roast exceptionally well.
Here's a moose roast recipe that will work well for bear too!
3 cloves garlic chopped
3 tablespoons sugar
3 bay leaves
2 tablespoons pickling spices
1/2 cup canning salt
1/2 cup Mortens Tender Quick salt
2 quarts water
Remove from heat and let cool.
- Put in a 1 gallon Freezer zip lock bag with a 3lb bear roast
- Squeeze air from bag and close.
- Put in refrigerator for 5-7 days turning every day.
- Remove and drain liquid.
- Cook as you would corned beef.