Mix together butter, 2 tbsp lemon juice, lemon zest, mustard, and capers. Set aside. Prepare a hot fire. Brush tuna steaks with oil. Drizzle remaining 1 tbsp. lemon juice over fish. Place steaks on a oiled grill set 4 to 6 inches from coals. Grill, turning once, until firm and opaque at center, about 10 to 12 minutes.
Remove from heat and top each steak with 1 tbsp lemon-caper butter.