A lot of people, when they first purchase a grill, are overwhelmed by the desire to cook the entirety of their meals on said grill, from start to finish, without “cheating” and using any other heat sources. This is folly. While some things are quite suited to grill-only cooking process, others fair far better with a two-step approach.
Sweet potatoes (or yams) are a prime example. A grilled sweet potato is a sublime combination of charred and sugared, but the dense, starchy nature of the root vegetable means it takes a hell of a long time to get there. You can slowly roast them over medium-high heat, but that means your grill is occupied by a vegetable for 40-50 minutes, which seems too long (to me). To enjoy a smoky-sweet, charred potato in short order, just cook them inside the house for a little bit, then finish them on the grill.
The microwave is the easiest way to do this. Wash the potatoes, dry them, prick them all over with a fork, and set them on a microwave-safe plate. Put the plate in the microwave and zap ‘em for five minutes, then gently pierce one with a knife to check for par-doneness. The knife should slide in fairly easily, but meet some resistance in the centre. If the initial five minutes does not accomplish this, toss them back in the microwave for another minute (and repeat the process as needed) until you get there. (If you want to eat grilled sweet potatoes all week, cook a whole bunch this way and store them in the fridge for up to five days.)
Once the potatoes are tender on the outside but still a little firm in the middle, brush them with oil, and grill them over high heat until the skins are crisp and blackened in spots. If you want to get some of that grilled flavour on the sweet and tender flesh of the tuber, split the potatoes first, brush the cut side with oil (or mayo) and grill them cut side-down until tender and charred.