So I guess the point of these is that the filling in the sandwich heats through because the plastic protects the bread from the radiant heat to some extent. With a grill rather than a toaster you'd just move the food further from the grill: you can't do that with a toaster. Also, I guess the bag is necessary, because the filling would fall out in a toasterbecause in a toaster, the heat comes from the sides, so the sandwich must be stood up.
But with an open heat source, a fireor rather embersyour heat source is horizontal like a grill not vertical like a toaster. The sandwich should really be parallel to the heat source. I wouldn't fancy heating food in plastic myself, even supposedly food-safe plastic, but that the pockets would orientate the food at 90° to the heat source seems a disadvantage of the pockets. Better a frame that can hold it parallel to the heat:
http://www.divertimenti.co.uk/Cookware/Griddles_and_grill_pans/Crostini-grill-25x25-cm.html
Apparently they're not plastic, they're teflon and fiberglass.