I used to use a little hibachi (no idea if that's spelled right) grill, and after cooling I'd turn it to high, close the lid, and set a timer for 10 minutes, to burn everything into easy-to-clean ash.
I got a cool new grill for Christmas, though, from the in-laws and the grill has a ceramic coating on it. Instead of burning everything into easy-to-clean ash, it seems to just fuse the stuff to the grill and make it near-impossible to clean. Too bad. But if you've just got a metal grill, my method takes all the work out of cleanup.