Yes, you can grill all year round. In fact, many people around the world that live in colder climates pop on a winter coat and boots to grill in the middle of winter. Before getting started, make sure that you clear off any snow that may be on your grill. It may seem obvious, but the snow will melt and put out your flame. Also, try to position your grill in an area that won't be affected much by the wind. High wind areas, especially in the cold, will make it more difficult for you evenly cook your food.