Barbecue frozen food directly is not recommended. Large cuts of meat, poultry or large whole fish that are still frozen would be cooked, and even charred, on the outside by the fierce heat well before the inside had become sufficiently hot. So you may get your food burnt on the outside while it is still uncooked inside.
Small cuts of meat such as thin steaks and small fish could be cooked from frozen but you may need to add extra time with smaller fire. However, the texture of the rapidly defrosted meat will be impaired and not taste good.
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