Depending on where you live, it might be a bit late in the year for this, but… If you’re interested in preventing your grill from rusting and you don’t want to spring for a stainless steel or ceramic grate, then read on.
Instead of burning of the grease after you cook, leave it in place until next time. If you’re worried about it getting funky, you can gently remove the worst of it, but be sure to leave a thin layer in place to prevent corrosion. Then, when you fire the grill up next time, feel free to burn it clean.
In general, it’s good to do this from one use to the next within the same grilling season, but it’s probably even more important between seasons. Otherwise you’ll crack open your grill next spring only to find a rusty, corroded grate.