Squash Casserole: Reducing the water content?
I've roasted vegetables to address the same issue; it definitely works for eggplant and squash. All you have to do is spread them out over a baking sheet or two (if they're piled up the moisture won't escape as well) and roast at say 425F until they're mostly cooked, a bit shrunken down, and obviously not as wet.

Your idea of grilling should work fine too, just maybe a little more work. (...unless you speak British English so grill means broil in American English in which case, basically the same thing.)

The only other thing I can think of is salting it and leaving it out to dry on paper towels, but that sounds like a lot of effort, so unless you really want the squash still raw I'd just precook it.