Heat coals or gas grill for direct heat. Cut 18x12-inch piece of heavy-duty foil; spray with cooking spray. Place potatoes on foil. Cut butter into small pieces; sprinkle over potatoes. Sprinkle with sage, paprika and seasoned salt.
Fold foil over potatoes so edges meet. Seal edges, making tight 1/2-inch fold; fold again. Allow space on sides for circulation and expansion.
Cover and grill packet over medium heat 40 to 50 minutes, rotating packet 1/2 turn after about 20 minutes, until potatoes are tender. Cut large X across top of packet; fold back foil. Sprinkle with chives.