Alton describes it better than I could in a post. About 4:20 into the video he begins to explain the best way to season your cast iron on the grill. And what would an Alton explanation be without a molecule model?
Basically, coat the cast iron in a thin even layer of shortening and heat it upside-down between 325°F to 375°F for about an hour. It is best to use indirect heat. Let the cookware cool on the grill.
Using the grill is best since this will smoke a bit and would stink up your kitchen if you did it in the oven.
Hmm, I’m gonna have to build my own molecule model one of these days…
Once it is seasoned, don’t forget to try out some cornbread!