Clean potatoes with stiff brush and pat dry. Poke about 10 holes in each potato with a fork to allow for venting. Pour about 1/4 cup oil in bowl, and add potatoes, turning until they are well coated. Remove potatoes and rub or sprinkle kosher salt to coat the outside. (This is the cleaner method - I just pour a little oil in my hand and rub each potato with oil, then rub with salt).
To bake (will end up with a crispy skin):
Place potatoes directly on grill over hot coals and bake for about 1 hour, or until toothpick inserted in center goes in easily.
To steam (will end up with a soft skin):
Wrap each potato in aluminum foil, place on grill and bake for about 1 hour or until wooden pick inserted in center goes in easily.
To speed this process, you can partially cook the potatoes in the microwave and finish on the grill.