Prepare a charcoal fire to medium-high heat or preheat a gas grill to 450°F. While the grill is heating, put the sugar on a plate and twist the face of each lemon half into the sugar. Place the lemon halves facedown on the grill and grill until the sugar caramelizes, about 2 minutes. Remove from the grill and set aside. Wear disposable gloves when handling the jalapeños and avoid touching your face. Cut off the tops, cut in half and remove the seeds and veins with a tiny spoon. Grill the jalapeños until they’re charred, approximately 4 minutes on each side. Pickles are far easier. If grilling, lay them down flat across the ribs of the grill over medium heat for 30 to 60 seconds, flipping when they slightly char.