If its to expensive why not try taking a disposable BBQ to the beach and play in the sea. Good beaches are Mosque beach, between Al-K and Al-Dhak or up to French beach or Fuwarait beach further North on the east side on the Al-Shammal (north road). Most have at least 2 km of nice beaches with minimal distrubance. 4 x4 recommended and tidy up BBQ when your finished and take home your rubbish.