Preheat grill to 350 °F.
Put brown sugar, granulated sugar, vanilla, corn starch, orange zest, salt, light corn syrup, melted butter, and three eggs in a medium mixing bowl. Stir ingredients together.
Lightly grease a pie pan and put your rolled out pie crust in. Make sure pie crust conforms to the pie tin. Sprinkle half of your pecans onto pie crust in pie pan. Pour ingredients from mixing bowl into pie pan, then evenly top with the remaining pecans.
Cover pie in foil and put on the grill. After 30 minutes, remove foil and cook for another 25 minutes.
Remove the pecan pie from grill and let it cool to room temperature before serving.