Here's the best way to treat tofu for the grill:
Get firm or extra firm, drain it gently, then slice it to your preferred size. Cook with NO OIL in a dry nonstick pan, pressing with the spatula occasionally over medium heat. Flip when it's golden brown. For cube shapes, brown all sides if you have the patience.
From there the tofu will be dry and have a firm texture like chicken breast (imo). It can take on lots of marinade at this point, and won't stick to the grill like untreated tofu will.