To roast meat or poultry, vegetables, fish or even fruit, you need high temperature and fat of some kind. The fat may be contained in the item being grilled. For example, there is often enough fat in meat or poultry to make addition of extra fat unecessary.
The specific roasting temperature and technique depends on ingredients and the desire effect. You can roast ingredients whole or cut them up, and you can use a variety of oils, fat from meat, or even a glaze made of oil and other ingredients. Roasting can be done on a spit or with skewers, as well as on a cookie sheet or pan with low sides. Typically, covers are not used for roasting because a cover usually traps moisture and then the food is steamed instead of being roasted. The way I roast red peppers on an open flame does not meet this technical definition because it does not include any fat.