I grill year round, so temps in the 30*, or even less aren’t going to stop me. But what’s the best way to do it? Here’s something that may help you.
Your gas grill will only put out “X” number of BTU’s. That means it can only get so hot, unless something catches on fire in there that is. When it gets real cold outside your gas grill will have a difficult time getting up to and maintaining high temps.
Because of that, I recommend a charcoal grill. The other night I cooked on a charcoal grill on one of the coldest nights in several years here. I only used 3/4 of a chimney of Royal Oak lump charcoal. That was enough to lay on nice hatch marks on both sides and finish the roast over indirect heat. The temperature under the lid stayed between 400* and 450* the entire cook. I even had some charcoal left over when I was finished.
To get more heat for super searing, or whatever, just add more charcoal. I couple of nights before that I used one full chimney of Royal Oak and swung the temperature gauge around to 600* or so. It’s hard to tell after 550*.
The point is, with a charcoal grill you can really bump the BTU’s up in cold weather. Whereas with a gas grill you can’t increase the BTU’s. You’re stuck with whatever you’ve got.
If you’re going to cook in cold weather, go grab a Weber kettle.