Cut pineapple crosswise into 8 slices; place in a 13- x 9- x 2-inch baking dish. Combine teriyaki sauce, sugar, and oil, stirring well. Pour teriyaki mixture over pineapple, turning pineapple to coat. Let stand at room temperature 45 minutes, turning pineapple once. Remove pineapple from marinade; discard marinade.
Coat grill rack with cooking spray; place on grill over medium-hot coals (350° to 400°). Place pineapple on rack; grill, covered, 2 minutes on each side or until pineapple is tender.