Pour bread crumbs into a flat dish.
Mix in parsley, oregano and marjoram. Roll smelts in seasoned bread crumbs. Refrigerate smelts until coals are ready. Prepare the grill, and when the coals are hot, place smelts on grill rack, brushed with oil, about 4 to 6 inches from heat source. Grill smelts for 5 minutes, turning once.