Don't marinate them. That is probably why too moist. Adding the onions or chopped chilies works well. Grill them (I do with covered grill in Chicago in snow all the time) and then put the BBQ sauce on them.

Food Network has recipe combining them with ground chuck which I have tried and is good

ngredients
1 1/2 pounds ground buffalo
1/2 pound ground chuck
1 medium onion, finely chopped, about 1 cup
3 tablespoons sun-dried tomato paste
1/4 teaspoon liquid smoke
Kosher salt
Freshly ground black pepper
4 hamburger buns, for serving
Directions
Preheat an outdoor grill to medium-high.

Put the buffalo, chuck, onion, tomato paste, and liquid smoke in a large bowl and season generously with salt and pepper. Mix everything together with your hands until it is well combined.

Take about 1 cup (8 ounces) of the meat mixture and form it into patties with your hands or in a hamburger press. When you have them all made, grill them, turning frequently, until cooked through, about 8 to 10 minutes total. (Alternately, cook them in a large nonstick skillet over medium-high heat until cooked through, about 8 to 10 minutes.) Serve on hamburger rolls with the toppings of your choice.