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Fire up the grill and let it begin warming up as you finish getting the sprouts ready. A moderate temperature (somewhere around 350425F (177218C)) will sear the outside of the sprouts nicely. Be sure to light both burners or sides of the grill so that the heat stays consistent. Scrub the grill grate thoroughly with a wire brush prior to cooking to remove any leftover bits of charred food that might influence the flavor of the brussels sprouts. If you're cooking on a charcoal grill, go easy on the lighter fluid. The fumes can easily overpower mild ingredients. Lay out the sprouts across the grate with the stem-ends facing down. That way, they'll be taking the most direct heat and you won't have to worry about them falling apart. Spread the skewers out over the grill surface so they'll be easier to turn and remove once they're done cooking. If you situate the skewers so that they're running parallel to the grate, there's a chance they could slip down through the openings as they cook down. Grilling the sprouts directly on the grate results in a bolder flavor than wrapping them in foil or cooking them on one of the upper racks. Turn the skewers over after the first 5 minutes, when the sprouts have turned a deep green color and begun to lightly brown around the edges. Especially large or tough sprouts may require as long as 10 minutes per side to heat through. Exact cooking times may vary, depending on the size, texture, and number of the sprouts. Keep an eye on your brussels sprouts as they grill and use your best judgment to determine when they're done. As the sprouts cook, the coating of oil on the outside will cause them to caramelize, making them nice and crispy.
Preheat the grill to a medium-high heat. Throw the skewers on the grill. Cover and grill for about 5-10 minutes on each side.