I do trim the tri-tip a little bit even for grilling, especially since the grocery stores sell these roasts untrimmed and with a huge amount of fat surrounding it.  I do not cut the fat from the tri-tip as cleanly for the grill as I do for the oven. So leave some of that fat on for flavor. It will melt and burn off while on the grill. We grill a tri tip roast at 275ºF temperature until the internal temperature of the meat reaches 135ºF inside. Then take the roast off the grill and gives the outside a nice sear by placing the meat directly on the coals.