Method1) Fire up. Heat your grill for medium-low direct heat. You don't want the grill too hot or the sugar on the donuts will burn.2) Make the chocolate sauce. In a large, heavy saucepan, stir together the cocoa powder, brown sugar, and salt. Add the half-and-half and whisk until the mixture is smooth. Place overmedium heat, on your grill's side burner if you have one (or inside on your stovetop), and cook, stirring constantly with a wooden spoon or a heat-resistant spatula until the sauce comes to a boil. Reduce the heat to a gentle simmer and cook, stirring, until lightly thickened and very smooth, about 2 minutes. Keep warm.3) Melt the marshmallows. In a small saucepan, combine the butter and marshmallows over medium heat and cook, stirring constantly, until smooth. Stir in the vanilla and remove from the heat.4) Prep the donuts. Cut the donuts in half through the side like bagels. Sandwich a heaping spoonful of the marshmallow goo between the halves of each doughnut. Coat the doughnuts on both sides with cooking spray.5) Grill the donuts. Put the donuts on the grate and cook, turning and rotating a few times, until they are browned but not burned, about 40 seconds per side. The sugar glaze should melt and caramelize.6) Serve. Transfer the donuts to plates, and serve with the chocolate sauce for dunking. This recipe is adapted with permission from Williams-Sonoma Grill School by Andrew Schloss and David Joachim. This book features more than 100 easy recipes and 30 essential lessons for cooking on fire.