Depends on the cut. Unless it is a tender piece of meat I like it either ground into burger or sausage. If it is a tender cut, salt and pepper and leave in the fridge overnight uncovered. Next day, rub with olive oil and grill lightly on each side. Venison is generally on the lean side so too high a heat or too long a cook will dry it to shoe leather. Save the sauces for dipping - good venison, like a good cut of beef tastes good already. The only thing the sauces do is make it taste like something else.