Set up the grill for direct cooking over medium heat and oil the grates.
Skewer the shrimp, scallops, and cod on separate skewers and grill until just cooked through, about 3 to 5 minutes. Set aside.
Cut the pineapples in half. Scoop the flesh from each pineapple to create a bowl, leaving the bottom portion in each pineapple bowl to hold the coconut milk mixture. Reserve the removed pineapple flesh. Wrap bottoms of the pineapple bowl with a double layer of heavy-duty foil.
Cut the reserved pineapple into bite-size pieces, discarding the hard core. In a medium bowl, combine pineapple, coconut milk, cilantro, and Thai seasoning. Fill each pineapple bowl halfway full of coconut milk mixture.
Place pineapple bowls on the grill and close the lid. Cook for 15 to 20 minutes or until the coconut milk mixture begins to simmer.
Remove the pineapple bowls from the grill and carefully remove the aluminum foil. Evenly divide the grilled shrimp, scallops, and cod between the pineapple soup bowls. Garnish with fresh cilantro and serve hot.