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Submerge cedar papers and twine in water for 10 minutes.
Cut thick tuna steaks into strips that will fit inside the papers. Lay a piece of tuna on each paper parallel to the grain of the wood. Brush the tuna with a dressing or sauce.
Roll up the sides of the paper over the tuna and secure with butcher's twine.
Grill the cedar bundles over direct medium heat for a few minutes on each side to produce some smoke while the fish cooks.