The grills at OKW are charcoal; so be prepared. The grills are located at the "quiet pools" (I believe they each have a grilling area, but have never stayed in the South Point section) and are definitely available at both the Miller's Road and Turtle Pond pools. Surprisingly, the grills are maintained pretty well, so they're not gross with some previous grillers scraps. When we grilled at Turtle Pond, there were a bunch of people in the pool and several commented on the smells from our meal cooking.
It helps if you bring foil to be a barrier on the grill top.
It also helps if you have "Pam" or some other cooking spray to use on the gill top or on the foil.
Steaks, burgers, chicken... it all works. We have a gas grill at home so cooking times had to be adjusted as we weren't used to real charcoal - though the smell was heavenly.
We've also grilled on Miller's Road at the quiet pool. Admittedly, that's going back several years, so the details aren't as clear...