They will not let you grill on the balcony due to fire codes. I've recounted this story a couple of times on the board but it fits here.
In the early days of VB there were no grills but we didn't know that. I put in a request to be near the grills and they said ok. Once we got very close, we were then told there were no grills. We'd already bougth steaks for 9 people for 2 meals (ribeye and NY strip). They offered to pick them up, cook them and return them. I declined as timing is everything. They ended up treating us to lunch. During the discussions, we talked about a small grill and they said that was not possible.