There are many individuals that like to grill outside, even in the winter time. I especially like to grill outside when the snow is on the ground. Different individuals have different reasons for why the like to grill in the winter. Many like to entertain guests plus it's an easier and cleaner way to cook. As for myself, I just like the taste of the food so much more than baking it in the oven.
There are some important factors to consider when grilling in the winter time. Cook all foods at proper temperature. This might mean using a thermometer to check the grill temperature. The instant read thermometers work best for this. Do not reuse plates and trays that were used for raw meats, they carry too much bacteria. When they sit out they attract even more. Be sure to keep all cooking areas clean, especially the grill. Many times, individuals won't clean their grill from the last time it was used. Always clean after grilling and again before you grill the next time.
When grilling in the winter, it might take longer than in the summer. This is especially true if you use a charcoal grill. Also, be prepared for more smoke. The cold winter air will keep the smoke closer to you in the winter because the atmosphere is heavier. The wind currents may be stronger as well. Even though you are working by a grill , be sure to dress appropriately for the cold by wearing an insulated jacket, gloves and proper footwear to prevent slipping on the snow and/or ice.
One last note: Because of the cold weather, as soon as you are done grilling get the food inside or wherever it is you eat as quickly as possible. The cold can lower the temperature of the food rather quickly.