Grilling is a cooking method that uses a temperature in excess of 260 °C (500 °F) either from a direct or radiant heat source. It usually involves grill places directly above heat source (mostly flame), so food cooked has a slightly smoky and charred flavor.
In <em>sautéing</em> or sauteing food is cooked in a shallow pan with small amount of oil or fat, so it has no direct contact with flame and hence with no smoky or charred flavor.
Roasting may have smoky or charred flavor only if you roast it directly above the flame.
Baking usually involves heating the food in an oven or in some cases by indirect heat from ashes or hot stones, so baked food too has almost no chance of smoky or charred flavor.
