Yes, you can use aluminum foil to make a grilled sandwich. Preheat your grill, then place the sandwich on a sheet of aluminum foil, folding the foil around the sandwich to seal in the heat and moisture. Grill for a few minutes on each side, checking for doneness. Ensure the foil doesn't tear and that the sandwich is fully enclosed to prevent direct contact with the grill grates, which could cause the foil to melt or the sandwich to fall through.