I was always cautioned about Lava Rock (or similar) as they are quite porous and prone to moisture absorption. I live in the midwest, and humidity is quite the thing...
I don't know if they are true stories or not, but always seem to know someone who knows someone who had Lava Rock in their grill that had gotten damp and exploded as the moisture turned to steam... take it how you want to, the stories exist, no idea if they are true or not, but I never wanted to chance it.