I’ve done apple pies in both types of grills, gas and charcoal. They turned out very well. I’ve used a cast iron Dutch oven and disposable foil pans to do this. Even though I love the smoke flavor, I don’t think it goes well with apple pie. Therefore, you have to do it in a sealed environment. When using a Dutch oven, it really seals itself and you don’t have to do much. When using foil pans, here is how it’s done: you’ll need 2 oval deep foil pans/roasters. Place your pie in one of them, and then top it off with the other one (use it as a lid). Seal the edges with aluminum foil tightly. Place it in a preheated grill (325-375 degrees), and bake it until the top is browned and the inside is bubbling.