How to make the oven behave like a grill/barbecue?

Im living a house that only have a oven and i love to eat bone marrow everyday. The problem of placing the bone marrow (longitudinal cut) in a pan is that it leaves an oil that ends up frying the bone and the smoke ends up cooking the bone marrow, giving it a weird smell and taste. Is there any way i can not have any surface in contact with the bone marrow, but not letting the liquid it releases touch the fire? Thanks. submitted by /u/PurposePurple4269