I brush a little olive oil on them and either place them directly on the grill whole (for the smaller ones) moving them around as they get a little browned or I cut them in half and place them face down on the grill if they are larger (some can be 3+ inches wide), flipping them over to get line marks on both sides.
The ones I try to find are around 1 1/2 inches to 2
(I like 'em The size of a chip at a casino or remember the olds days of dropping a dollar casino coin in a machine before they went to paper? That size. ;)