Do You Close the Grill While Charcoal is Burning? Is it okay to close the grill while charcoal burns? The answer depends on the type of grill you use. Charcoal requires oxygen to burn. If you close the grill vents, you will cut off oxygen supply to charcoal. You will limit the heat flow and oxygen supply to the charcoal if you close it while it is burning. Open vents allow ...