If my memory is correct, there are some of the elevated charcoal grills on pedestals like Bear Creek Park at Red Canyon Park, if not i know they have tables and fire pit rings. One small bag of charcoal and some lighter fluid should be enough for the whole group I'd imagine.
As far as camping, Sand Gulch CG and The Banks CG are excellent! They are right at the entrance to a lot of the climbing areas so the lots are well used and you may have neighbors, but there is a pit toilet and you could drive anything with wheels if you come from the south. Just saw on a climbing site that they are pay sites now, they weren't years ago. (Chuck, come up from Canon City and the Sand Gulch/ Banks area will be after the pavement turns to dirt, but before the narrow, twisty, sketchy part.) You could drive north up Shelf road to meet us in Cripple Creek, or wait there till we all come down. The Nat. Geo. map #137 shows tons of ATV and bike trails all around there too. Most of the camping along Phantom Canyon is just primitive pull-off type sites, and Red Canyon Park is a city park so it is closed at night. Sand Gulch is BLM and fairly relaxed. The most uptight anyone will be are the yuppy climbers from Denver/Boulder.