About 2 years ago I took a boneless prime rib roast from Costco for a 7-8 day dry age. Sliced it into 4 thick rib-eyes and grilled them. The absolutely best steak I have ever eaten. Guests thought so too. Intensely deep beef flavor like none other.
Wrapped mine in cheesecloth, put on a raised grate in a pan, back of the fridge (about 34 degrees). Changed the cloth after 1 day, re-wrapped, then left alone until the end. Unwrapped, trimmed off the leathery exterior. Using a rack elevates the roast for air circulation on all sides.
You cannot dry age 1 steak. Use either a strip loin or a prime rib roast. Peter Luger's in NYC dry ages these, plus full bone on porterhouse/t-bones (strip loin opposite tenderloin) for 30-45 days minimum. Some day I will have one. Until then I'm satisfied doing this at home.
Now, I always have a wet-aging prime rib roast in cryovac in the 34 degree fridge for 30 days. At the end I rinse, slice into thick ribeyes, then individually freeze them until needed. Using this easier technique, thaw one, then place uncovered back into the fridge for 24 hours. Not quite as good as dry aging above, but hugely tender.