Look for squash that are roughly baked potato size.
Light your grill and let your coals turn white. I always use a chimney. You want the lid to be reading between 325 and 350.
Now, choose your own adventure:
1. Wrap a whole squash in tin foil with a pat of butter.
2. Half a squash, clean out the seeds, place a pat of butter in the center, then wrap with tin foil.
3. Leave the squash untouched and whole.
Nestle squash tightly into hot coals. For halved squash, bake 30 minutes, untouched. For whole squash, bake 45 minutes and rotate once.