In Bryan's Words
Grill: though it wouldn’t be our preferred method of cook, it is do-able this way. Grill for 3 to 4 minutes on an open grill on 3 sides; but stay close, it will flare. Then turn the grill heat down to about 350 degrees, close the lid, and give it another 30 minutes. Aim for 120 degrees internal temp.
Oven: Easiest way to go with this; simply preheat oven to 400 degrees, and cook 55-60 minutes.