They are surprisingly delicious. Oh, don't forget to turn corn and carrots a time or two as they are grilling. I use a Weber Gas grill for these items. When I think the carrots are done, I just take one off, cut off a piece, and eat it. If not quite ready, it goes back on for a few more minutes.
Grilled onions are great too, and easy to do.
If you try to turn them too many times they will start to break up. Try to get a good 1015-Vidalia variety of onion. The smell alone, while grilling, will drive you crazy. Cut tomatoes in half and grill 10 minutes on a side also. Then stir in the cornmeal.