Pat, you could use a rotisserie on your grill. Spear the critter and cook it whole. I don't have a rotisserie, so I generally just half them down the spine, then lay each half on the grill over a low flame or good bed of coals (if you use charcoal). Season with whatever floats your boat (I like Tony Chachere's creole seasoning). I like to stay pretty close to the grill and keep the meat moist by misting it with a spray bottle of water. Of course, wine or beer works and adds a nice touch. If you don't want to stand right there, season the meat and wrap the whole works in aluminum foil, toss it on the top rack of the grill, and check back in about 45 minutes to an hour. This same approach works in the kitchen oven too.