Preheat your grill to 400°F.
Pierce each potato several times with a fork.
Rub potatoes with olive oil, then sprinkle with salt and pepper.
Wrap each potato tightly in aluminum foil.
Place wrapped potatoes directly on the grill grates and close the lid.
Grill for 45-60 minutes, turning occasionally, until tender when pierced with a fork.
Remove from grill, carefully unwrap, and serve with your favorite toppings.