[BogeyBoy]

There are a lot of variables involved.

How heavy is your grill? Mine is a large island grill and weighs about 400 pounds, so I'm not very concerned about it blowing away under normal conditions. I know someone who lost their (approx) 80 pound grill in the wind, not even a big storm. (Well, to be fair they really didn't loose it, but when they retrieved it the only function it performed was being entered into a scrap metal contest.)

Where is it placed? If it is in an area that is protected from the wind you might be at less risk for damage. If not do you have a neighbor who could move it into the garage when a storm is forecast?

If a hurricane is on the way I would probably roll mine into the garage, I've lived through enough hurricanes to see that things get moved around, like cars, buildings, and just about anything not bolted down.