Wrap the sweet potato in aluminum foil or chop it into slices (if you are not cooking it whole). Be sure to press the foil as flush as possible to the potato's surface. When chopping the sweet potato into slices be sure not to cut them too small if you intend to place them directly on the grill (so they won't fall through the grate).
Grease the grill lightly and place the slices of sweet potato on directly (if chopped) or place the wrapped potato on the grill. Allow the potato slices to stay in one spot after placing it on the grill directly for perfect grill marks, flipping only once.
Check to see if the sweet potato is done by poking one with a fork, toothpick or knife. The utensil used will pass with minimum resistance into the sweet potato when it is finished cooking. Bend a small amount of the foil back in order to avoid small pieces of foil from breaking off into the potato when checking it whole.
Add seasoning or butter in the the foil with the potato if you wish to add flavor.
Never leave open flames or grill completely unattended when in use.