Tuna is one of those things that is nearly perfect in it's natural state, so anything we do to it in my opinion is risking doing too much. That being said, a little salt and pepper and a hot sear over coals and mild smoking wood isn't a bad way to start. A slather of mayonnaise before going on the grill will help give a nice crust, and no, it doesn't taste like mayonnaise.
If you want something different, a few hours marinating in Italian dressing followed by the same hot sear is good too.
Lots of folks like Asian flavors on tuna, so a marinade in Soy sauce, ginger and sesame oil, followed by a roll in sesame seeds and the same hot sear is pretty tasty as well.
I worked at a place in Delaware years ago where a lot of tuna fishermen hung out. Every now and then one of them would give me a hunk of tuna, usually about the size of a football. Most summers tuna was my main food source.
Main thing is DON'T OVERCOOK IT!!!
Rare to medium rare at the absolute most or it'll be dry and taste like canned tuna.