Preheat the grill to high heat, covered. Place 4 large (10 x 18-inch pieces of heavy-duty aluminum foil on a flat surface.
Place the vegetables in a medium bowl and mix well with olive oil, 3/4 teaspoon salt and black pepper, divide between 4 pieces of foil and place in the center of each.
In a medium bowl combine ground turkey, oatmeal, 3 tablespoons bbq sauce, onion, egg, 3/4 teaspoon salt and marjoram, mix well. Divide mixture into 4 equal portions. Shape each portion into a 4 x 2½ –inch free-form loaf. Transfer to the foil over the veggies. Brush the remaining 3 tablespoon BBQ sauce over the top of the loaves.
Bring up the long sides of the foil, so the ends meet over the food. Double fold the ends, leaving room for heat to circulate inside. Double fold the two short ends to seal the packet tight, so no steam escapes.
Grill covered on direct heat over the flames for 10 minutes. Move to indirect heat (away from the open flame until the meatloaf is cooked through in the center, about 20 to 25 minutes. Use gloves or tongs to remove and carefully open. Serve with more (optional) bbq sauce on top, if desired.
To bake in the oven, preheat oven to 425F and cook about 25 to 30 minutes.