1. BURGERS. Their argument is the fat drips down . . . the outside doesn't get caramelized . . . and you lose all the flavor. You're supposed to use a plancha . . . a flat piece of cast iron you place on top of the grill. The Fourth of July is all about freedom though. So we say do what you want.
2. Filet mignon. It doesn't have ENOUGH fat for the grill. And they're usually pretty thick, so it's hard to cook them the way you want when you're using a flame.
3. Pizza. Most grills don't cook very evenly, and it's also hard to get the toppings to cook right. If you do try it though, use aluminum foil or a pizza stone. Otherwise you might have a tough time scraping it off the grill.
4. Most types of fish, including salmon. It tends to do better if you cook it on low heat. And with really flaky fish, the smoke hides all the flavor. Swordfish and tuna do pretty well on the grill though.
5. Pork chops. Again, you lose all that delicious fat. So they're better in a pan.
6. Shish kebabs. They actually ARE okay on the grill, but not the way most people do them. Vegetables tend to cook faster than meat. So don't put everything on the same skewer. Put meat on one, and veggies on another.