: Preheat the grill to medium-high. Brush or spritz the crab legs with olive oil. Put crab legs in the center and turn off the center burner.Can I Prepare dinner king crab legs while in the oven? Sure, you'll be able to Prepare dinner king crab legs within the oven. Preheat the oven to 350°File, brush the crab legs with melted butter or olive oil,