Place beef in a large zip-top plastic bag. Add cognac to cover and refrigerate for at least 30 minutes.
Place mesquite chips in the hot coal area of a charcoal grill.
Combine paprika, coriander, salt, pepper, rosemary, and lemon peel. Rub this mixture all over beef and bring to room temperature.
Place beef in center of grill, cover, and cook, turning often until internal temperature reaches 135°F for medium rare, 150°F for medium, or 160°F for toast.