What would you have done if it had been a major fire? How about just let it burn?
Several times a year I have a big BBQ for 30-40 people or so, and have 20 of those cheapo, greasy burgers on the grill at once. The grease from those sends flames shooting five feet high.
As long as you're not grilling underneath a hayloft, I'm not sure why that's a big deal? It'll burn itself out again.