It looks blue in the picture but that is some kind of artifact--the coals are glowing red/orange like normal.
This technique is especially apt when it comes to grilling fish. If you pan fry fish in the Winter, your house will smell of it until Spring. This way, the smells all go up the chimney.
ADDED: In case you are trying to figure out what kind of fish this is: It is no kind of fish, it is chicken breasts. Usually it is steak, lamb chops or salmon...the time I decided to take a picture, it is something unusual for us.