When baking potatoes on a grill, make sure they are cleaned thoroughly and wrapped in aluminum foil. This method helps the potatoes cook faster, as the foil conducts heat and traps it. Using foil also gives the potatoes softer skins.
To start, wash the potatoes well, and then pierce them with a fork multiple times. Next, wrap the potatoes tightly in heavy-duty aluminum foil, and place them directly on the grill's hot coals. Let the potatoes cook for about 45 minutes, continuing to turn them using long tongs. When done, cut the potatoes open and complement with butter or other preferred toppings.