About this time, I begin to search for alternatives to the outdoor grilling I've been doing for two months or so. I've had my share of steaks, moved on to grilled chicken and fish, and am now ready to return to beef. But I want something different.

It can be different in conception, execution or taste. (I once baked a souffle in a covered grill - I'm not sure why.) So, recently, I came up with a couple of ideas.

The first recipe is very simple and imparts a zest to the beef. The second is more subtle and complex, yet not much work, considering the end product. Both can be made from a boneless sirloin steak or a piece of beef tenderloin.

I prefer a sirloin steak 1 1/2 to 2 inches thick or a several-pound piece of beef tenderloin - both undeniable extravagances. If you can find a whole tenderloin on sale - I found one recently at a supermarket for $2.99 a pound - the thin end can be used for Steak With Mustard and Anchovies and the thick end sliced into filet mignons or used in one piece for Steak Stuffed With Sweetbreads.

The thick end of the tenderloin should be cooked only in a charcoal grill with a cover on it; otherwise, it will take too long to cook through the meat or the outside of the meat will get burned. When cooking in a covered grill, make sure that all ventilation holes are open. Also, open the cover for a few seconds every five minutes or so in order for the coals to get enough air.

A final word on the second recipe: Sweetbreads (the thymus gland of the calf or lamb), while delicious and, in fact, a great delicacy, are not universally accepted by the outdoor grill set. You may not wish to surprise your guests with this one. STEAK WITH MUSTARD AND ANCHOVIES (4 to 6 servings) 4 pounds boneless steak 1/2 can flat anchovies, soaked in water overnight in refrigerator to remove excess salt 3/4 cup Dijon-style mustard 4 tablespoons soy sauce 2 cloves garlic, finely chopped 1 teaspoon ginger, freshly grated or powder 1 teaspoon pepper 2 tablespoons olive oil

Dry the anchovies on paper towels and chop to a coarse paste. Place in small bowl with mustard, soy sauce, garlic, ginger and pepper.Beat in olive oil drop by drop.

Coat meat thickly with mixture and let sit in a cool place for 2 or 3 hours.

Broil over hot charcoal fire to desired degree of doneness. Turn only once. Cut into large slices and serve. STEAK STUFFED WITH SWEETBREADS (4 to 6 servings) 1 pound sweetbreads 2 teaspoons vinegar 4 pounds boneless steak, thick cut 1/2 pound of mushrooms, coarsely chopped 2 tablespoons butter 2 tablespoons lemon juice 1 1/2 teaspoons salt 1/4 teaspoon pepper Several small skewers

Soak sweetbreads for 1 to 2 hours in cold water. Carefully remove the filament. Soak again for 1 hour in cold water to which the vinegar has been added. Trim remaining filament and tubes.

Place sweetbreads in saucepan with cold water to which 1 teaspoon salt and 1 tablespoon lemon juice have been added, making sure that sweetbreads are covered. Bring to simmer and cook slowly, uncovered, for 5 minutes. Drain and soak sweetbreads in cold water for 5 minutes. Pat sweetbreads dry and slice horizontally, making sure that no piece is more than 1/2 inch thick.

In a saucepan saute the chopped mushrooms in the butter and 1 tablespoon lemon juice over medium heat. Allow liquid to evaporate almost entirely.

Cut the steak almost in two horizontally, leaving small hinge. Open and pound lightly with side of cleaver or similar utensil to flatten steak.

Cook sweetbreads on grill over very hot coals on both sides until slightly browned. Allow about 5 minutes on each side. Remove to plate.

Salt and pepper inside of steak. Place half the sauteed mushrooms on one half the inside of the steak, add a layer of sweetbreads and cover with the remaining mushrooms. Fold the steak and skewer the open sides closed.

Broil over hot charcoal fire to desired degree of doneness. Turn only once. Cut in wide slices across the steak. CAPTION: Illustration, no caption, by Mike Nelson from "Charcoal Cookbook," Copyright (c) 1970, Pacific Productions