Grilling on a Weber heated by that evil substance is still better than most kitchen prepared food - just don't call it BBQ (BBQ is slowly smoked over low heat for several hours - not what you do on a grill).
I'd suggest you get something like a Weber Smokey Joe:
Weber Smokey Joe Portable Charcoal Grill-10020 - The Home Depot
When you're somewhere that they allow proper charcoal grilled food, break it out. Otherwise make do with that propane powered thing - it's still better than frying...
BTW, best brats I ever tasted was when I raced at Road America, Wisconsin many years ago. After we were done racing for the day, they had a brat feast. I was late - I had to address some mechanical issues in preparation for the next day's racing - and they were closing up but I still managed to get one brat. Brat, bun, a touch of good mustard - fantastic! Sadly I have no idea where they sourced their brats so I don't know where to get more.