Cherry tomatoes are great on the grill, but they’re a little unwieldy. To keep smaller vegetables like cherry tomatoes from rolling around and falling though the grate, put them on a skewer or use a grill basket. If you don’t have a grill basket, fold a 24-inch-long piece of heavy-duty foil in half and crimp up the edges to create a lip; this "basket" will prevent the food from falling through.