In the 1970’s and 1980’s there were several books the either had characters that did it or promoted it.
Why is there no cooking tray in my new car’s engine bay?
Is it dangerous? (It would be less physically dangerous if there was a specific spot for it.)
They have been doing this since at least the 70s, when I saw it. There is nothing preventing anybody from doing it, you just want to be sure the food is wrapped in tin foil or some other heat proof metal container that keeps the bad air out.