It's my favorite vegetable, by a long shot. If you're going to
do it on the grill, I'd suggest the following, especially if you
have mature ones where the seeds have developed.

Slice them maybe an inch thick, rub a moderate amount of
salt into the cut sides. Let stand at least half an hour, then
rinse well and pat, almost squeeze, dry. My sister, who liked
the bitterness, laughed at me for doing this. For me it
enhances the taste. If you like garlic, rub them with a cut
clove of it. Brush them with oil, strew on whatever seasoning
you like, and cook until tender and the ugly cottony texture
is gone from the entire thickness of each slice. Eat at
whatever temperature you prefer, sprinkled with more
seasoning - you're right, chile-infused oil might be nice.

There are those who insist on peeling the things before
cooking them. If you are going to use direct heat, do not
do this - it'll cause them to fall apart.