Build a two zone fire in a charcoal fire by placing coals on one side of the grill; leaving the other side empty. Preheat grill.
Melt butter in a large saucepan over low heat. Remove from the heat, add the milk, vanilla, flour and sugar. Stir together but do not blend.
Butter a 10 inch cast iron skillet. Put blackberries in bottom of skillet and pour batter over the top. Place skillet over indirect heat and away from coals. Close the grill lid and cook until cobbler is golden brown on top about 1 hour. Serve hot from the skillet.