Prepare a grill fire to 350° using hickory chunks or chips for smoke flavor.
Cook onion and garlic in a skillet over medium heat, stirring often until softened. Set aside.
Add milk to a small bowl and add crumbled bread into the milk, mix until well combined. Set aside. This is a must for using leaner meat to keep the meatloaf from being dry and tough.
In a large bowl, add the ground beef, beaten eggs, sautéed onions and garlic, bread mixture, bbq sauce, Worcestershire sauce, steak rub and salt.
Mix well with a wooden spoon or with clean hands. until well combined.
Place a grill pan onto a rimmed baking sheet. Form the meatloaf mixture into a rectangle loaf.
Cook over indirect heat on a hot grill with the grill lid closed for 30 minutes.
Brush the top of the meatloaf with bbq sauce and continue to cook until internal temperature of meatloaf reaches 165° using a digital meat thermometer, about 1 hour to 1 hour 15 minutes total cooking time.
Remove from grill and let the meatloaf rest 5 minutes.
Use a sharp knife to make thick slices.
Serve with additional bbq sauce if desired.