The conversion depends on what the recipe says to do for a grill.
If the recipe says to preheat the grill to high (for gas) or create two beds of charcoal under both halves (for charcoal), then preheat the broiler on your convection toaster oven and broil the food items on a rack set in a pan or on a grill insert.
If the recipe has a specific temperature, lower that by 25 degrees and use the convection cycle.
If the recipes doesn't give a specific temperature but instead suggests indirect grilling (where one side is higher and the food is on the low side or using a higher rack), use a lower temperature in your oven, perhaps 325, and cook as suggested. That kind of recipe will probably take the most trial and error.