There is no outdoor-grilling season in New Orleans. Outdoor grilling goes on all year round. My charcoal grill is as likely to be fired up on Mardi Gras as on the Fourth of July. I can assure you it will contain a fire on Thanksgiving, along with a couple of turkeys.
Outdoor grills, especially those fired with wood or charcoal, offer a pair of advantages beyond the special flavors they give. The first is that you can achieve much higher temperatures than you can indoors, making possible styles of cooking that would be impossible or quite dangerous in the home kitchen. Second, you can use techniques that create a great deal of smoke without polluting the air in your living space.