We tried grilling broccoli without the foil packet and it was dry and got burnt easily. One way to get around that is to steam it first to soften it so that grilling is faster. However, we found that it was much easier to skip the steaming step and to use a foil packet instead! Since the broccoli is cooked in foil it will create its own steam, softening the broccoli and allowing it to sear and brown! So, you don’t need to steam your broccoli before grilling in a foil packet.