Achiote marinade
Tofu in Achiote marinade. I bought the Achiote paste in Mexico City (just about the only food item not confiscated when I changed planes in Madrid), and altered a recipe from 101cookbooks.com "Lemon Achiote Grilled Tofu". I substituted Agave syrup for sugar and used a combo of fresh lemon and lime juice. You could also use naranjas - oranges - instead.
Most importantly, I followed the advice of someone who posted a comment on 101cookbooks - freeze the tofu solid. Thaw and squeeze out water before soaking in the marinade. This method creates a very solid tofu perfect for grilling.