cuocere al forno
to bake
To take something out of the oven is sfornare which can also mean 'to crank something out':
L'autore sforna un romanzo all'anno 'The author cranks out a novel a year"
arrostire
to roast
When used reflexively- arrostirsi- it means to roast oneself or to lay out and get tanned (or burned) in the sun.
grigliare
to grill
Instead of throwing a barbecue party, why not fare una grigliata? It's essentially the same thing, it just sounds cool, too.