They are high in fat, but also high in protein. Go for it, just don't go overboard on them and you should be OK.
If you are serious about the high protein diet - I would seriously suggest you pick up the Atkin's diet book or find a website that is dedicated to a Keytogenic diet and learn a lot. Just eating steak all the time isn't what it is about, so educate yourself to minimize any potential health risks.