This is an incredibly simple and effective method, and one we use all the time when sheep hunting. First, gather enough wood or dried brush for a somewhat sustainable fire. I usually get two big, flat-sided rocks of about the same thickness, and a large, flat rock that is fairly thin. Next I'll get a fire going, and put the two flat rocks on either side in a V shape, with the open end pointed upwind. Then, I put the flat rock across the top of the other two to serve as a frying pan. As you feed the fire from the upwind side, coals and heat are funneled under the cooking rock. Be careful, though, as cold or wet rocks can and will explode when they heat up.