Mix first 4 ingredients in pie dish. Coat steaks with spice mixture and transfer to another dish. Cover; chill at least 8 hours.
Spray grill racks with nonstick spray; prepare barbecue (medium heat). Grill steaks to desired doneness, moving and turning occasionally to prevent chili rub from burning, about 20 minutes for medium-rare. Serve steaks with pico de gallo.