It's very difficult to cook chicken with the bone when it is frozen.
It is also more difficult to cook it properly on a grill pan if it has a bone because it requires a longer period of time to cook internally and so the exterior gets burned before the interior is cooked to a safe temperature.
I have cooked chicken on a regular grill but that is because you can control the temperature of the coals or the gas "coals" and move them away from the heat. Also, outdoor grills have domed covers so generally you would move the chicken to where it is cooler and put the lid on.
Because of the difficulty in properly grilling chicken on the bone, I do boneless breasts or thighs on an indoor type of grill or grill pan.
It's very easy to bone a chicken breast as you just pull it away from the bone and there you are. Once upon a time they didn't sell boneless chicken breasts :-).
