Your barbecue grill is NOT going to heat treat your knives. Especially 1095. Bad steel for a beginner to try and heat treat. Next time get yourself some Aldo 1084.
I tried to anneal a file one time. My first ever attempt at anything knifemaking. Using a BBQ grill and an electric leaf blower, the fire got so hot the 3/16" file was bent like a banana (the same arc as the bottom of a Weber, howbouthtat?)
While not advisable to get the best results (especially with 1095).....
You can use your BBQ grill, but you MUST have some sort of air flow to get your fire hot enough. Fans, leaf blowers, hair dryers even...something to get decent airflow into the fire. Use charcoal, not wood. And wait to put your blade in until the coal has burned enough to where you can try your best to spread it evenly, to distribut heat evenly. Try to suspend your knife using wire through the tang holes, hanging it to where it rests just above the coals, you don't want the blade to rest on the coals themselves. I'm seeing a bubbly pattern on my blade that sands out with a lot of elbow grease. This bubbly pattern is caused, no doubt, by some variable using an open fire, and I think it's the blade touching the coal. I have no idea, though...just something to watch out for. The tricky part of using a fire like this is evenness of temperature. It's hard to maintain ANY given temperature with an open fire, but if you'll use the 1080 series steels, you can get good results. It doesn't take long to get a blade to nonmagnetic, but you need to go a little past that with 1095. 1575 degrees? Don't quote me on that. I'm getting great results with the 1080 1080+ 1084 steel and this simple cheepo mountain man method. Temper twice at 350, and I'm way impressed when I put abrasive to blade. I'm still VERY new, and haven't done any real hard testing, but you can tell when you're getting good results. Good can become great with the proper equipment. I'm just aching to get a temp controlled oven, and a belt sander. Have fun, man.....that's what this is all about! I love every part of knifemaking, and the people in this community are absolutely wonderful.