You can do these on a grid over a drip pan (sort of indirect) or even in a pan - that's what I seem to recall Max suggesting. Because there's so much stuff in them and they are thick, I don't think direct works too well - the inside wouldn't get cooked.

I think Max's recipe, or at least some similar recipe, says that they can (should?) be served cold. I've not done that but it tells me there shouldn't be a problem with the delay you will have. I'd also think you could pull them a touch early and foil them - they'd likely last an hour without a problem and finish in the foil.