Aye, Alan, I think you had the right of it in the first post. Only, add one... To me, this one screams multi-pass render. One as it is in your first post, one with the caustic gel (maybe just plop-render it, for the sake of speed...) and finally one for the grill's shadows. If you are used to Lightwave and Rhino, I'm guessing you are probably used to Photoshop, and compositing those three should be cake for ya! Also, with these three renders, you'll have much more control of course over how much caustic-glow you want, and how deep the shadows will be for the grill.