We've stayed at the VWL twice, but have never tried to grill. So for February, we're wondering (hoping) if they have any grills. We actually use grills at the other DVC's, so we're hoping that they're available at the Wilderness Lodge.
Yes there are, we were there last year, checking the place out. There are one or two (cant remember) down on the beach, behind Trout's Pass Bar, near the playground.
There is one grill which is located down on the beach past the bike rental area. You can see it to the left of the movie screen although I think they might now be doing the movies closer to the pool - not certain on that one.