Russ,
Not sure about the U.S., but in Canada a "grill" in a resturant, basically looks like a BBQ without the flip-over cover. A bunch of parallel steel bars over a heat source, usually flames with charcol.
Since Wendy's is based on a franchise platform, all the resturants have to cook there food the same. Every Wendy's that I have been to or more specifically been able to see how they cook there hamburgers, are cooked on a large stainless steel sheet of metal, with no holes, no visible flames, as the heat source is below the sheet of metal. If this is what you American's call "grilled" food, then we have a problem here.
You also stated that "they are not fried in grease." I find this hard to believe, I don`t think I have ever heard of a burger without any remnince of grease on it. The method that Wendy's uses doesn`t take too much brains to see that the burgers are cooked there own grease, while they toss loads of salt on them.
I`ll have to cross the border and find the nearest Wendy's to try these grease-less burgers.