The white coals marker works just fine for small, fast-cooking things like burgers or hot dogs. But anything thicker, and like Mrs Robinson said, you need to just sear it over the hot coals, then move it off to the side to finish cooking.
Another option, if you're grilling at home, is to pre-cook before transferring to the grill. I do this with sausages (bratwurst ftw!), and sometimes with chicken. With the brats, I par boil them in beer & onions, then put them on the grill til they're nice and crispy-brown. With chicken, just bake it fairly low for a little while, to get the center cooked, then pop it on the grill to finish & brown it, and add any bbq sauce then. My dad has done whole hams and venison roasts by baking them in the oven til they're mostly done, and then wrapping them in foil, with a bit of water in the foil for moisture, and then putting them on the grill.