Many times, the same grill body can be used for either type of gas, but the gas orifices are very different. These are the gas jets that release the gas into the combustion area. According to Propane 101, the pressures between propane and NG are different, therefore the size of the gas release holes in the orifices are different.
Propane 101 states that the pressure regulators are also different in important ways between propane and NG. Several reasons exist for the differences. First, the gas pressures are different. Second, according to Michigan State University, propane contains more than twice the energy per the same cubic volume as NG. Third, propane is usually stored in tanks as a liquid, called LPG, or Liquefied Petroleum Gas, and the regulator allows it to vaporize back into a gas. NG is usually piped into a home already as a gas. Regulators are designed for the characteristics of each gas, and are not interchangeable.
Burners are also substantially different. Because of the different energy rates, propane burners have smaller holes than NG burners. Also, the engineering is completely different in the burner inside dimensions, to account for different pressures and different contained energy.
The burner air shutter is the part of the burner, before the actual part that the flames come out of, that allows air in. The incoming air is mixed with the gas in the shutter area so it can burn. Propane 101 states that the shutters are adjustable, so the flame can be "fine-tuned," but that the air shutters between propane and NG are significantly different.
One type of appliance should never be used on another type of gas. Doing so could result in an explosion or fire. Some older grilles have conversion kits, but Propane 101 states these should be installed by a certified or licensed gas technician only. The technician has to convert the orifices, the burners, the regulator and the air shutters. Newer grills may not be designed to be converted, so the grill has to be bought originally for the correct gas.