John,
You can cook them over medium heat, flipping until done, then put them in a pan with enough bbq sauce to cover, cover the pan with foil, and keep it indirect on the grill for 2 or more hours.
Lots of folks in StL cook them that way, and many add beer to the sauce.
High heat is not good, since these are nothing but slices of pork butt with connective tissue.
I like to go indirect for most of the cook, then maybe a little direct to brown them up before saucing.
Some small pieces of smoke wood in the beginning adds flavor too.
Time is hard to pin point due to thickness, etc.
Let's just say they are pretty hard to overcook if you keep the heat fairly low.
Good luck!
edit to add:
looks like Matt was giving great advice while I was typing.