Heat coals or gas grill for direct heat. Place all potato pieces in shallow microwavable dish. Cover with microwavable plastic wrap, folding back one edge or corner 1/4 inch to vent steam. Microwave on High 8 to 10 minutes, stirring once after 4 minutes, until tender. Cool slightly.
Meanwhile, mix barbecue sauce, lemon juice, oil, sage and salt in medium bowl. Stir in potatoes, bell pepper and onion. Place in grill basket.
Cover and grill vegetables 4 to 6 inches from medium heat 10 to 15 minutes, stirring 2 or 3 times, until potatoes are tender and lightly browned.