Another vote for CT Boucherie; it's not a meat rodizio in that you place individual orders for portions of meat but they circulate with side dishes. I find Brazilian steak cooking to be quite poor but this is a good one. Another option is Tragga in Humaita (between Copacabana, Lagoa and Botafogo). I was there at the weekend and I was impressed.

Mee at the Copacabana Palace is well rated but I found it meh, to be honest.