In small bowl, combine flour and brown sugar, cutting in butter with a pastry blender to coarse crumb size. Gently fold in oats and set aside.
Combine apples through pecans, if using, and transfer to prepared metal pans, filling 3/4 full. Sprinkle evenly with oats mixture, and completely wrap each in a double wrap of aluminum foil. Grill with indirect medium heat until bubbling hot – one large pan takes about 45 minutes, and two 12-inch skillets will take about 20-25 minutes.