Combine all ingredients for the cajun rub into a shaker bottle and shake to mix well; set aside. Take the roast out of the refrigerator and allow it to start coming up to room temperature.
Light your grill and set up for two-zone cooking, establishing the temperature at 225°F.
While the grill is preheating, tie the roast with butcher’s twine. Then, evenly coat the roast with olive oil and liberally season the entire roast with the Cajun rub.
Add optional oak wood chunks to the hot coals, insert the meat thermometer probe into the thickest portion of the meat, and place the roast on the grill over indirect heat as far away from the heat source as possible. Position the roast with the bones facing towards the heat source. Allow the roast to cook until the internal temperature reaches 110°F (about two hours).
Remove the roast from the grill and stoke the coals (possibly adding an extra chimney of hot coals) in order to increase grill temperature to 700°F. This will take about 15 minutes and the roast will continue to cook as it rests.
Return the roast to the grill over indirect heat. Allow the roast to cook for 7-10 minutes in order to achieve a dark overall char.
This prime rib recipe is another foundational recipe. By that I mean, I personally enjoy the Cajun flavors. This is a Cajun prime rib recipe, but you can change the seasoning and flavor profile to whatever you want. What’s more important than the Cajun style is learning how to cook prime rib.