Try cooking stones or tiles for pizza. For baking, as joliecharlie posted, stone cookware works well, so does cast iron cookware.

Also use indirect heating, ie. place the coals or only turn on the burner(s) on the side that you do not put the items you are cooking.

You will also want to control your temperature as you would in an oven. If your grill does not have a thermometer, look for an oven thermometer at a hardware or grocery store.

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