Hey, in the prairie the settlers used to use buffalo chips to cook on (google it if you don’t know what it is) so to each his own...
I've also used a disposable grill on the balcony... but there you have a slightly higher chance of being seen and caught.
....One time we lit a barbecue on the porch that caused tons of smoke and half the hotel guests thought the room was on fire. The Arab night manager almost threw us out of the hotel and asked us incredulously: "this is what you do at a five star hotel?" I had to refrain from laughing in his face for calling it a five star hotel. By the time we left, we were friends and he was giving us free drinks