Remove the stems and leaves and save for another use. Cut the bulbs in half, from top to bottom (so that they hold together). Brush with olive oil and grill over hot coals, turning occasionally, until slightly brown and very tender–about 5 to 8 minutes.
Recommended: To speed up the process, you can pre-cook the halved bulbs in water or broth for 3 to 5 minutes. Pat them dry before oiling them and placing on the grill.