How can I make polenta sturdy enough to grill?

I just make it as usual and pour it into a buttered springform pan. Chill for at least two hours and cut into triangles. I usually add butter and herbs to polenta that I am going to grill.

I'd cook it until past the point where it's ready to serve (ie past it's creamy perfectness) until it's a little thicker. Spread is out on a baking sheet as best you can and cool it in the fridge for a few hours until it's hard. Then grill it up.