When we drive I always bring our mini BBQ. If you see a woman with her BBQ making pancakes and bacon at a rest stop from WA to CA-say HI!
To the OP, I also use it once we arrive at the hotel. We always have a day of rest and I will make turkey dogs or warm up chili that I've frozen and packed with me.
I never leave the parks to come back and cook. Yuck! I do enough of that at home- this is my vacation to! Plus part of the fun of vacation and being at Disney is enjoying all the yummy food!
I will say that I usually make breakfast in the mornings if we go to DCA, since they don't open until later. For DL, we pack in muffins (that I previously made of course) and juice and eat after we've gone on a few rides. Usually on the days we go to DCA, we end up back at the hotel around 6-7pm. Just not that much for us to do there all day...and then I will make dinner on those nights. But only on those nights, I never plan to leave early, cook and then return to the parks.
As far as fire codes go, I can tell you it's a no-no inside your room. I worked as a hotel front desk manager for several years and you are not allowed to have your own hot plates, toaster ovens, or BBQ's inside the rooms. But I can also say...don't ask...don't tell. If you are responsible and open the windows and for goodness sakes- pay attention! you'll be fine. I mean they have kitchenettes for some rooms, so what's the big deal if you bring in your own toaster vs. use a toaster provided by the hotel, right? I would suggest though that you use the balcony (if you have one) to cook on whenever possible. Just to be on the safe side and then you don't have to worry about the food smells inside the room. Which BTW, the hotel will charge you if you stink up the room and they are unable to get ride of it. Can anyone say...curry?