I don't have a Holland grill - and I'm not sure of the type of bread you're asking about. Regular loaves in pans?

Only thing we've baked on our gas grill (Kenmore Elite) are pizzas and focaccia and 'rough' type breads. All have worked quite well .. but we usually make them when we have guests .. with all helping (and getting in the way!).

Most of the recipes I got out of grilling books and off the internet .... I've never followed any of them exactly so don't have any to pass on to you.

But I would think it would be worth trying .... maybe not with too many loaves at a time .. just in case it doesn't work. I would think a large 'country artisan type loaf - free form' would probably work well - as you could move it to indirect etc etc... and with the cover. But I'm only guessing. Good luck.