The only catch is that you need to do it outside. Do it inside, and you'll paint the interior of the house with a nice patina of grease.
I understand why you find PETA's attempts to convert people to vegetarianism and veganism funny, but I'm less sure why so many people appear to think that it doesn't matter how animals are reared and killed. I happily eat meat -- but I try to buy meat that comes from sources where husbandry and slaughtering standards are high. It feels like many of you would find that laughable. Is that so? If so, why?