1. Burgers. The argument is the fat drips down and the outside doesn't get caramelized so you lose all the flavor. You're supposed to use a plancha which is a flat piece of cast iron you place on top of the grill.
2. Filet mignon. It doesn't have enough fat for the grill. And they're usually pretty thick, so it's hard to cook them the way you want when you're using a flame.
3. Pizza. Most grills don't cook very evenly, and it's also hard to get the toppings to cook right. If you do try it though, use aluminum foil or a pizza stone.
4. Most types of fish, including salmon. It tends to do better if you cook it on low heat. And with really flaky fish, the smoke hides all the flavor.
5. Pork chops. They're better in a pan because you lose the fat on the grill.
6. Shish kebabs. They actually are okay on the grill, but don't put everything on the same skewer. Put meat on one, and veggies on another.