Bamboo Skewers on the Grill: No matter how long you soak wooden skewers for grilling, they still tend to burn. Use this trick I learned from street vendors in Bangkok: First, prepare the fire so there is a cool area next to the hot cooking area. (This is easy to do on a gas grill, with one burner turned on and the adjacent burner turned off. With a charcoal grill, heap the coals in a mound in the center of the coal grate, leaving a cooler empty ring around the mound.) Arrange the meaty ends of the satays over the hot area, with the handles over the cool area. (With a charcoal grill, the satays will be in a circle.) Now, just slip double-thickness strips of aluminum foil under the handles to protect them from the heat. That's all there is to it.