I did get asked by a cop not to grill in one of the lower (covered) floors in the garage next to children’s hospital. (On the hill above the strip). However, the cop agreed to let me finish the hot dogs before putting the grill out.
Done it all, from burgers/dogs to barbecue to chicken finger trays. Just whatever the mood of the week is. I usually bring a couple tents, tv, generator, and fans (when it’s hot) or propane heaters when it’s cold. For me, the name of the game is being prepared for the elements. And having enough booze.
Best place to be on a day with questionable weather is right next to the east end of G10T, so that if it rains you can just walk under, into the dry.