http://sezoninevirtuve.blogspot.com/2012/09/kepsnineje-keptas-kopustas.html
I thought this was kind of fun - nothing I've ever seen before myself. Basically, you take a head of cabbage, core it and enlarge the hole. Then fill it with barbecue sauce (definitely not a traditional Lithuanian sauce - we're more about sour cream!) The barbecue sauce has bacon and chopped onion added to it.
Then you place it over indirect heat. The Cobb cooking thing looks like a cross between a smoker and a grill, not quite sure how you do indirect heat on it. You make a ring of aluminum foil to hold the cabbage steady, although I imagine you could also just slice off a piece opposite of the hole. And then you cover it and grill. According to the post, you would remove any really charred outside leaves. The cabbage apparently takes on a smoky flavor that is very pleasant.