This is a term originating from jail. An aggressor would "ice grill" his victim before shanking him. It is a jailhouse cold-blooded stare that is supposed to strike fear into the soul of your victim, to let him know that it is officially 'on.' When someone ice grills you for real, you will know it, and you will know its about to go down! It will let you know that you're about to get your throat slit while you're drinkin' your milk.
Aye, some of them Aryan dudes are ice grillin' you, watch your back in the mess hall.