Rather than improvising a pan out of foil, you could just use an actual pan. Cast iron is common outdoor cooking, but anything without plastic parts will work.
Still... smoking is part of the point of cooking on a grill. Otherwise, you might as well do it indoors. If you want to keep dripping away from your food, you can use indirect grilling, where the food isn't directly over the hot coals/burner. Or you can use a drip tray with water in it to catch dripping and reduce burning.
You might also consider something like a cedar plank, which doesn't catch the dripping but will route it away from your food. It also provides a flavor of its own, including some smokiness; that's considered a benefit of grilling.