I'm posting this because I saw your comment in the sweet saugae conversation...
To grill avocado is super easy.
Cut in half and remove seed.
Place halves on grill skin side down. Once it's warm you can turn it over if you want some grill marks.
A little olive oil helps with the grill marks.
That's it. Serve it right in the skin works just fine.
a little squeeze of lemon never hurt.
You can also add seafood like smoked tuna dip along with a slice of tomato, fresh veggies and a slice of cheese. Cook with this in place... I'll find some pics of this and post later.