Poke about 12-14 holes with a toothpick, then I soak mine in a beer, mustard and chili powder marinade for a couple hours, then grill them indirect (usually) for about 30 min or so, but if i'm in a hurry on a busy weeknight, I do cook them direct. Sometimes I switch it up and soak 'em in Lee and Perrins worchestershire sauce. They come out tender and moist!
Craig