Seasoning cast iron is the same, whether a frying pan, dutch oven or grill grates:
1. Wash thoroughly in hot, soapy water to remove any dirt/oils from casting.
2. Dry completely
3. Rub in a coating of Crisco vegetable shortening (there should still be a bit of white sheen)
4. Pop into a 200 degree oven for a couple hours
5. Remove from oven, wipe down with a towel or cloth
6. While still warm, recoat with a light coating of Crisco, wiping off any excess.
7. Allow to cool, then store. Your cast iron is now seasoned.
It may take a couple of cycles of greasing/heating to attain perfection.
Cleaning Rule #1: NEVER EVER USE SOAP on cast iron. If you do, the cast iron must be re-seasoned. Wipe off any residue; use water only. Do NOT scrape off the black coating--that's the seasoned surface (think teflon) and is what provides the flavor when cooking on cast iron.