Protect grill from theft

+1 for lock and chain.

But you could get a Ecolink Contact and attach a wire to the remote senor creating a loop. If it is moved you will be alerted. Need to make sure it is waterproof.

Another option is a tilt sensor on the bottom. If anyone tries to move it, that will most likely fire.

The Smarthings multi-purpose sensor has vibration, and orientation. That on the bottom would definitely fire if someone was rolling it away.