The best stone fruit to grill are firm ones. If the fruit is too soft, it will mush and juice all over. Like searing all fruit, hot and fast is your best bet. Peaches and nectarines are my favorite fruit to grill because they have a relatively large surface area and so are easier to manage. Brushing the cut side with some neutral oil before grilling will help them sear and not stick to the grate. As always, you can roast in a screaming hot frying pan or place under the broiler and achieve similar results.