Trim any fat from the steak and cut the meat into 4cm chunks. Roll up each piece of bacon.
Mix the ingredients for the glaze together in a bowl with ½ teaspoon each of salt and black pepper. Stir in the steak and leave to marinate for 30 minutes. Meanwhile light your barbecue if using a charcoal one. Light your gas barbecue or grill 10 minutes before cooking.
Thread 4 cubes of beef, 2 bacon rolls, 2 bay leaves and 2 onion wedges onto each 25cm metal skewer. Place them on the barbecue or the rack of the grill pan and cook for 5-6 minutes, turning once or twice until the steak is nicely browned on the outside and medium-rare in the centre.