Harvest a few green pine cones when they're just about ready to open. Look for cones with sticky, shiny drops of pitch seeping out from under the scales. These cones are almost ripe. Put on a pair of gardening gloves and snip the cones from the trees right at the branch. Place them in a plastic bucket.
Stack a pyramid of charcoal in the bottom of your grill. Squirt about a tablespoon of lighter fluid over the coals and light them with a lighter. Let them burn down into a steady smolder. Cover your grill rack with aluminum foil and place the rack on the grill. The aluminum protects the rack from pine pitch.
Spread your green pine cones evenly over the grill rack. Let them roast until the scales pop open. You may either pull the pine nuts out at this point or let the cones roast a bit more. After drying for about an hour, the nuts should begin to fall out on their own. At this point, you can pick up the cones and shake them gently to release the nuts onto the grill rack.
Let your pine nuts roast until they are hard and dark. Pour a handful of warm nuts onto an aluminum-covered wooden cutting board. Tap them lightly but sharply with a rubber mallet. This should crack open the skins. Remove the skins from the nuts. You may eat them or store them in a cool, dry place.