Preheat your grill to 225 °F.
Prepare your roast while the grill is heating. Trim any excess fat from the top of the roast down to 1/4 inch thick.
In a small bowl, combine the mustard, Worcestershire sauce, and garlic. Slather the entire roast with the mustard mixture and season liberally with salt and pepper.
Place the roast on the grill grate and close the lid. Smoke until the internal temperature of the roast reaches 120 °F for Rare or 130 °F for Medium. For a rare, bone-in roast, plan on 35 minutes per pound of prime rib.
Remove the roast to a cutting board, cover the roast with foil, and allow it to rest for 20 minutes.
While the roast is resting, increase the temperature of your grill to 400 °F.
Once the grill temperature reaches 400 °F, return the roast to the grill and sear until it reaches your desired internal temperature. Pull the roast off at 130 °F for rare, 135 °F for medium rare, 140 °F for medium. This process should go quickly, so keep an eye on your temperature.
Remove your roast to the cutting board and let the meat rest for at least 15 minutes.
Slice and serve.