Marinade for Sirloin Steak

Part of a deal from the local meat market included a couple of beef sirloin filets.  They're bacon-wrapped, close to 2 inches thick.  The bacon is wrapped around and attached with a wooden skewer.  I'm going to cook one of the steaks for dinner.  Sirloin is not a really tender cut of beef nor the most flavorful.  IMO, marinating is pretty much required for sirloin.
For the marinade, I'm thinking balsamic vinegar, olive oil, onion, garlic, S&P, thyme.  Question: should I marinate it as is, with the bacon wrapped around it?  Or should I remove the bacon and then skewer it back on before I cook it?
I plan to sear the fillet in a little cast iron skillet on the stovetop until just about rare then finish in the oven so the bacon will be crisp and the beef is no more than medium-rare.
Jill