Make the marinade: In a medium bowl, whisk together all of the ingredients except for the skirt steak.
Marinate in the fridge: Place the skirt steak in a large baking dish or gallon size zip lock bag and pour the marinade on top. Turn the steak a few times until it's completely coated with marinade and refrigerate for 2 to 6 hours. Do not marinate for longer than 8 hours because the meat will start to break down.
Preheat grill to medium-high heat (about 400°F-450°F) for direct-heat grilling.(For gas grilling, simply light all the burners on high, close the lid and let the grill heat up for 5-10 minutes.) (For charcoal grilling, the process is a bit more involved but the flavor is worth it. Here's a super-quick read with step-by-step photos on how to start a charcoal grill.)
Prepare the steak: Remove steak from marinade and discard any excess marinade. Pat steak dry with paper towels and season lightly with coarse salt and black pepper on both sides.
Grill the steak: Grill the skirt steak with the lid closed for about 3-4 minutes per side for medium rare, or longer depending on the thickness and your desired doneness.
Rest and Slice: Transfer the grilled steak to a cutting board and let it rest for 5 minutes. Slice thinly across the grain and serve with cilantro pesto.
For the pesto
Add all ingredients to a food processor or blender and pulse until mostly smooth.
Don't forget to pat your steak dry after marinating. Patting your steak dry helps get rid of any excess moisture and helps the browning and searing process.