This image was created in a studio for a mustard company. We kept our camera close so that we didn't have to build a whole yard (but we've done that).
On this day we had our favorite hand model Eline, we had a food stylist to make the chicken, a prop stylist to find the grill'in props, an assistant to help build the set, an art director to represent the client and me, the photographer.
The food stylist for this shot had to cook the chicken so that it looked great to the camera. This often includes using a small torch to perfectly brown the chicken. Once it looked right, the stylist took a skewer and heated it until red hot over a stove flame. She then presses the skewer onto the chicken in a regimented manner to create (fake) the grill marks. She would actually measure the distance between the real grill bars, and copy those onto the chicken. Add a little light oil and it looks hot and yummy.
Here is how we light a grill shot. The sunlight which lights the hand, grill and background is one of the fresnel spots dialed down to a softer, yet directional light. Under the charcoal on the bottom of the grill is a bare strobe tube. The cord for the light snakes up and out the right side of the grill which is outside the crop. Above the strobe tube is layered red and yellow gel sheets until the proper color glows up from the bottom of the grill. A few large fill cards coming in from the left, some appropriate props, some astroturf on the floor and you have an outdoor grill shot inside a studio.