Portobello mushrooms with a slice of gouda - grill the flat side then top with the cheese and grill the base.
Wrap peeled onions in foil and bake - also beefsteak tomatoes in the same way.
Use a cast iron skillet on the coals and you have a frypan - make pancakes for pudding.....cream, Kahlua, fresh fruits and toffee sauce topping anyone?
Wrap any good firm fish in foil and bake - monkfish as above, or try hake fillets.
Tuna, swordfish or marlin steaks are good. Brush with citrus butter or honey, soy sauce and vinegar to keep moist. Only take few mins to cook.
Skewers or brochettes as above - any combinations you like - soak wooden skewers in water for 30 mins before using on the heat or they burn. Metal ones hurt........
Chuck a load of dried herbs on the coals to give flavour to the meats.
Bake bananas in foil for 20 mins - when they have gone black, slit open & fill with chocolate, rum and ice cream...