This would be dependent on the model of your appliance. Some models have a safety switch in place so that if the door is closed, it will stop the grill from working. Please refer to your manual for guidance on this. If you can't find it, don't worry you can download your manual here.
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†Source Euromonitor International Limited; Consumer Appliances 2019 ed, as per major appliances definition, retail volume sales in units, 2018 data