i have done it several times. not on the grill and not roasted but in liquid. it turns out fine. i've thrown frozen steaks and hamburgers on the grill too when i haven't had the time to defrost. use a thermometer to test that the minimum internal temp is reached.
USDA says that it's fine. It just takes longer to cook, about one and a half times longer. And you'll want to use a meat thermometer to check the temperature and make sure it is done.
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