Are there grills on first come first serve basis or do you have to reserve ??

You can reserve, or just go and hope for the best. There's almost always open places with grills and shelter

First come first serve

You take the risk of being asked to leave a reserved shelter...BUT indeed their truly are a lot of picnic locations with grills. I hold a rather large picnic every summer (60+) and I reserve my shelter the year before, every time, by going to their website on the internet. But if you are attempting to a small get together for lunch or dinner at the park, id take the chance of getting an available site. Usually, reserved shelters have signage clarifying that the shelter is indeed reserved. Enjoy the park, it's one of the best here in WNY.

Most spots have a grill all of which can be reserved. One spot in particular the commissioners cabin I think it is called must be reserved for a fee and has its own bathrooms and cabin on the edge of a large pond.

First come first serve alot of em all over the place