Dennis has some instructions on this process that he emails to new owners. The process is simple enough, the remaining moisture in the grout needs to be cooked off. This is done by heating the grill, starting by getting it to between 350°-400°, and letting it stay there for an hour or so. After that, raise the temp 50° or so every hour, until you either get a strong chemical smell or see a clearish liquid escaping from the grout. Stop increasing at this point. These grills are extremely well insulated, so it takes time for the outside to heat, and it's easy to get ahead of this curve. Even ambient temperature can have an effect. Patience is key here, and it's easy to get the grill hotter than necessary before the venting becomes obvious. This is an easy process, and it's certainly nothing to be overly concerned with, just be patient.
The only other thing that needs to be done with a KK, assuming you have one, is cook on it!!
Rob