When you set to going to grill does it all light up and can you set it going?
Ok so you say you have checked the grill and its ok. Did you check it with a multi meter?
No - Microwave is built in
Ok if the microwave is setting and comming on but theres just no heat from the grill element then its possibley the grill element itself at fault here.
To check this you will need to remove the microwave from the unit and once out you can remove the top panel and the back.
But before you touch anything in there you must discharge the high voltage capacitor. As these can hold up to 4500v even when unplugged. So you must discharge it to earth.
Then you will see wires at the back going to the grill element. You need to test the grill with a multi meter and that will tell you if the grill element is faulty. If so then you need to replace it from there.
But if thats ok then on some models theres a small thermostat located at the back. You need to test this and see if faulty.
But as you say it all lights up and comes on but just no heat then its more the likely the grill element at fault bt checking it as above will prove it for you.
If you need anymore info just get back to me.