Nice article, smokeybeaver!
I'd also go with stainless steel over galvanized because the latter gives off nasty fumes when heated.
As for their discussion on "cold-welding" steel, they seem to be making a bigger issue about it than is necessary. Such a thing doesn't happen often and it would be more likely with galvanized steel because of its coating - but you don't want to use that anyway. Looked like the commenters got sidetracked.
Besides - if they ever get stuck and you need to remove the handles, there are a vast number of power tools that will make this possible so there's no need to sweat. My favorite tool here would be my small impact wrench set on low.
Here's a link to the original Instructables article:http://www.instructables.com/id/How-to-Make-easy-BBQ-Grill-handles/
Incidentally, tutorials like these are the main reason I love the Instructables site. Less discussion (and fewer distractions from responders getting sidetracked), and much more how-to.