We did a bit last week, we got the bonfire going well in advance, used this as part of the firelighting experience of the weekend. then used tinfoil parcels for the fish, gutted in essentially the same way as Pignut's explaination.
This was a very popular demo and experience, supervision was required for the younger ones as over-enthusuiastic knife use was a danger.
Dampers on peeled sticks were another good activity. Making stands and rests for the stick to rest on was useful and allowed more knife use.
We also cooked eggs in shells, eggs in empty orange peel shell (tasting as you'd expect egg cooked in orange).
With the beavers, a demo and pre-assembly (ie dough, fish) of foods to be cooked is often enough, and don't forget marshmallows and choc sauce for a less backwoods thing.