The Reynolds aluminum foil is not coated and not anodized and does not cause trouble.
Reynolds has a new coated "non-stick" version.
It is an issue of process. With aluminum foil, there is no aluminum shavings created while cooking. You don't scrape it with a metal spatula to get under the food (if you try, it just tears). When you are done with the foil, you throw it away.
With an aluminum sheet, you can scrape the surface with a spatula, creating fine shavings, that get in your food (not good). Use a plastic spatula, or make sure a metal one has radiused and polished edges. When you are done cooking on it, make sure any scrubbing gets rid of all aluminum residue.
But; isn't this just like cooking in a pan? A pan would be less messy.
Maybe Silverstone makes something that would fit a BBQ. Hmmmm.
http://www.silverstone.com/12370.html
Or get really wild and use an aluminum sheet, with aluminum foil on it! Bwahaha.