Can we use sobre instead of en?
Yes, but "en" is more natural because you cannot put it under or between the grill, so "sobre" is unnecessary.
yes, either should be possible
I don't know but "sobre la parilla" gives twice as many results on google. So, by people on the internet it is more used.
I have a question also...is Ponemos the same as Pusimos?
ponemos is present tense
pusimos is past tense
Yes, you can use it.
Both are correct, but in this case "en" is more used by native castilian speakers in the whole spanish speaking world by far.