Use heavy drapes/curtains. They make outdoor drapes from awning fabric for this purpose.
turn it into a greenhouse type room. replace the screens withe glass, that will keep both the rain and bugs out. then put a hatch that is able to open and close in the roof so that when you want to grill you can open it to let the smoke and heat out the top.
PS. don’t put the hatch in the side of it because heat and smoke will rise to the top.
For the benefits day isabel.
The ceiling and quite inexpensive considering all the benefits day isabel.