This is what I do:

I skin the animal
Take inside, rinse off extra blood and fur that may be left on body
Place in a bowl of warm water, add some salt and leave in for 10 minutes
Take out of bowl, place any spices you may like onto the animal, I prefer chili powder.
Wrap animal in Tin foil
Place on grill for 10 minutes
Flip animal around and grill for another 10 minutes
Eat animal for a for a very tasty treat.