Preheat the grill to medium high heat. When ready to cook, place the carrots directly on the grill grates. Cook for about 4-5 minutes per side. Note: If you are grilling thicker carrots, you will need to use a combination of direct and indirect heat. For thicker carrots, start by cooking the carrots on the hot side of the grill, rotating them every 2-3 minutes until they are lightly charred on the outside. Then move them to the indirect heat and cook for 14-18 minutes until they are fork tender.