 There is no rule that says when you are grilling you place a hotdog or hamburger on the grill and cook it for 20 minutes, or until it is black. You can use your grill just as you would a really nice gas range - it's got plenty of power, much more than a stove top and you can go as long as you have more coals.
The next step in grilling should be using it like a powerful stovetop. That means pans are allowed, and not just the ones you would like to throw away. You can use cast iron, stainless steel, aluminium...although you should avoid using glass, ceramic, non-stick and anything with a plastic handle. If you place your newest All-Clad on the grill while the coals are in the begining stage you might scortch the bottom of the pan, and while this will do no damage some may not like the result. So always place your pans on after the coals are white, that is when they are hot and there are no flames.  Probably the best pan to use on the grill is a skillet, we like stainless steel, usually 10 or 12 inches. You can saute onions, carrots or just about anything, faster than indoors, and with more flavor too. One of the main benefits of cooking outdoors is that you don't have to be as concerned with making a mess. Its a good place to practice your pan flipping techniques with crepes.
You might even find you use the grill more when you add some nice cookware style dishes to your repertoire of hotdogs and hamburgers.
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