Char Siu is typically grilled (or done under a broiler), but a key characteristic is the glaze. You baste it with the marinade a few times during cooking and then glaze it at the end, so you might want to glaze it and throw it on the grill to finish it.
Seriously though, if you're going to go to the trouble to make Char Siu make the marinade yourself; it's just your standard chinese sauces (hoisin, oyster , soy, garlic, sugar, etc) with some red food coloring. There are recipes everywhere and you can't really mess it up . I've never had it come out bad. I promise you that chinese restaurants aren't smoking their pork for half a day.