Place the brussels on skewers as pictured and place the skewers on a large enough piece of sturdy foil to cover the top. Drizzle with olive oil, salt and pepper.
Heat the grill, when hot lower the heat to low and put foil with skewers on the grill, tenting the veggies with the foil. Cook about 30 minutes, turning every 5 minutes to keep them from burning. When done, drizzle with balsamic glaze and eat right away.