i usually cook my food in bulk for the week, so ill buy like 4-5 sweet potatoes, cut them in half or thirds depending on how long they are, and put them in the oven at 425 for like 45 minutes.
when im on cheat day or grilling, i cut then long ways into 1/4" slices, and throw them on the grill for about 30 seconds on each side, keep flipping if you want.. to get the grilled tasted, then put them in the oven for 30 minutes or less.
you can also microwave some honey, butter and a pinch of salt in a bowl and brush it on while its on the grill, then brush it again when you put it in the oven.