Baking bread on an open fire (such as charcoal) is done indirectly and via a reflector.
(1) Put all your coals to one side of the grill.
(2) Use some foil to make a 'lean-to' of sorts, with the open end toward the coals. That is, the foil should be folded to make a wedge shape, open end toward the coals, pointed, closed end at the edge of the grill opposite of where the coals are.
(3) Place your dough in the foil "oven" formed by the wedge. The heat will be reflected off the top down onto the dough, and it will also be heated from the bottom.
I've used this method to bake bread on open campfire in front of the skeptical eyes of a number of folks in my camping party (who thought it impossible to bake bread on an open campfire).
As an aside, if you are not familiar with the 'indirect' method of cooking with charcoal, you might want to learn it. It is VERY effective. Burgers, steaks and hot dogs are about the only thing we cook 'direct' over the coals, London Broil, pork tenderloin, salmon filets, or in other words, any larger cut of meat or easy-to-burn meat, indirect is your friend.
One year, I did our Thanksgiving turkey over charcoal - took about 6 hours, but was great.
An extension of indirect cooking is smoking, which is a fun, too.
Best of luck, and welcome to the world of charcoal cooking...the BEST (in my opinion).
