2. Set up for indirect grilling. For gas grills, this means heating one side of the grill and cooking on the other side. For charcoal grills, divide your red-hot coals into two piles on the sides and cook in the middle. Lightly oil the grates. Place your gas grill's drip pan directly below the cooking area. If it doesn't have one, or if you're grilling with charcoal, use a disposable aluminum roasting pan. Pour 3/4 inch of water into your pan. (This will help moisten the mean. It's an optional step but a worthwhile one.) When the grill is ready, set the breasts on the grate and cover the grill.