I cook mine right on the grate with a drip pan sitting under it on the charcoal grate. It gets a nice crust the whole way around, and then I add the topping during the last 10-15min like it is noted above
I had never heard of cooking meatloaf in a pan until I started hanging out on grilling/cooking websites and started seeing recipies from different places around the US. Growing up, we always cooked a meatloaf in the oven on a a broiler pan. That way all of the fat/grease from the burger drains away from the meat. When cooking on the grill, the crust seals in the moisture really well, but the fat/grease cooks off into a drip pan. Its by far, my favorite way to cook it.