I grill pizza all the time. I always use store-bought dough, and the best I've found is that sold by Trader Joe's. I first spread a bunch of flour on the kitchen counter, then roll out the dough with a rolling pin. Rolling gets easier as the dough gets warmer. If the dough is sticky as it always seems to be, I sprinkle flour in the dough -- that way, the rolling pin doesn't stick to the dough. Roll it out so it is quite thin -- the thinner, the better, IMO. While doing this, your grill should be heating up. I have one of those big wood pizza flippers that pizzerias use -- it makes the process much, much easier -- to put the pizza dough on the grill, to flip the dough on the grill, and to take the finished product off the grill.
Once the pizza dough is on the grill, I turn the heat down to low/mediumish, then after about 3 minutes, I flip the dough. I have tried using olive oil, both on the dough or spraying it onto the grill, and it doesn't seem to make a difference. Flipping at this point should be easy, as it's partially cooked. Once flipped, I spoon on tomato sauce, then add cheese, olives, pepperoni, etc. The cooking process then takes no more than 5 more minutes max. Pull it out, pour a glass of syrah, and enjoy!