For the rub, combine all ingredients in a glass jar, close the lid and shake to blend. Store the rub at room temperature.
Prepare a medium-hot fire in your grill. Place the potatoes in a bowl, drizzle with the olive oil and sprinkle with Spud Rub. Toss to coat.
Place the potatoes on the grill rack or in grill basket directly over the heat and close the grill lid. After 3-4 minutes, open the lid and toss the potatoes or turn the basket. Close the lid again and repeat the process for 12-15 minutes, or until the potatoes are tender when pierced with a fork.