Vegan or ovo-lacto? This makes a difference as different binders can be used.
What I do is cheat: I pre-cook veggie burgers in a frying pan (much easier to keep everything under control in the frying pan), then wrap them up in foil. I'll place the foil wrapped veggie burger on the grill to 'warm up' prior to eating. This method works very well if you have to share a grill with meat eaters as it keeps your stuff away from the meat.