Wash parsley and dab dry, remove leaves. Cut pecorino into 24 pieces. Cut steaks in half and beat flat, season with pepper. Spread 1 slice of pancetta on each. Add the pecorino and parsley leaves.
Form each piece into a small ball and stick it firmly with a wooden skewer. Season with salt. Place in 1-2 grill trays. Grill for 3-4 minutes on the hot grill, turning. Serve sprinkled with lemon