Cut the skirt steak into sections that fit your baking sheet and grill. Trim off any small side pieces.
Season the steak with a light shake of dry rub and a splash of soy sauce. Let it marinate at room temperature for about 15 minutes while you prepare the charcoal.
Shake the bag of lump charcoal so the bigger pieces settle on top. Fill a large chimney all the way and light it. Wait about 15 minutes, until the top coals are covered in white ash.
Dump the coals into the grill, close the lid for about 3 minutes, then clean the grate. If your grill is adjustable, set the grate as close to the coals as possible. Leave all the vents open and aim for 300°F or higher.
Keep the lid off from here on. Spray the steak with avocado oil and place it directly over the coals. Don't flip it yet. Watch the raw top side, and when about half of it has changed color (about 5–6 minutes), it's ready to flip.
Flip once. The dripping juices will cause a burst of flame that sears the second side quickly. Cook for 1–2 minutes, until you have good grill marks.
Take the steak off, wrap it in foil, and let it rest for 10 minutes. It will finish at about medium.
Slice against the grain and serve.