I have done them on both my gas grill and charcoal smoker. After I shuck them, I leave them on the half shell. On the gas grill, I indirect heat and use a smoke box with wood chips. I've used hickory, mesquite, apple, and our local madrona chips. My wife makes the marinade from asian type spices. Oysters never last more than a few days at my house since we live less than a mile from some really good oyster beeches.