A couple weeks ago, we told you how to make your own burger buns. Now we're going to tell you how to bake them on the grill--you don't have to turn your oven on. You can bake nearly anything on a grill. There are three tricks: The first is to trap the heat so that it bakes from both the top and the bottom. The second is to elevate the bread or deflect the heat so that it doesn't get too hot on the bottom.Thethird is to control the heat. (If your grill doesn't have a built in oven thermometer, buy one.)