Clam bake Season is soon to end, but there is still time to enjoy the tasty seafood! Have you ever tried making them on the grill? No need to get out the big steamer, you can cook them directly on the grill. Just wash them off and make sure they are closed when you place on your grill. They are done when they open and have a nice smokey flavor! Stewart’s carries a nice selection of Weber Grills if you are looking to continue your grilling through the winter.