Prepare a grill for medium-high heat.
For the pickles: Slice the pickles in half lengthwise and pat until completely dry. Toss the pickles with the olive oil, place on the grill and cook until they are marked, about 4 minutes per side.
For the dipping sauce: Stir together the sour cream, mayonnaise, dill, mustard powder and garlic in a small bowl.
Let the pickles cool to room temperature before serving with the dipping sauce.