A solar heated grill can be built from a cardboard box, tin foil, and posterboard. Sunlight hits the reflective surface and focuses on the hot dog held in the center. Students can work in pairs or individually if there are enough materials.
This is a parabolic cooker we built a while ago, so unfortunately we can't show step by step photos of it's construction. However, it's relatively easy to see how it was put together.
It makes a great Physics project. Unlike most, you'll actually get some use out of it afterwards.
Some of the principles it demonstrates are:
1. Optics: focusing parallel rays of incident light through the use of a parabolic mirror.
2. Energy transformation: light to heat
3. Renewable energy: solar power