Union Square Cafe's Marinated Filet Mignon of Tuna

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Marinade: 

1 cup teriyaki sauce

1/2 cup dry sherry

4 tablespoons finely chopped fresh ginger

1/2 cup chopped scallions

2 cloves garlic, thinly sliced

1/2 teaspoon cayenne pepper

2 teaspoons freshly ground black pepper

2 lemons, juiced

Tuna:

4 (8 to 10-ounce) yellowfin tuna steaks, cut into 3-inch cubes

2 tablespoons olive oil

1/4 cup Japanese pickled ginger (available at Asian markets)