Scrub the clams and rinse them in four rounds of cold water to remove any sand and grit.
Prepare the grill for direct cooking over medium-high heat (400° to 500°F).
In a wok or 12-inch cast-iron skillet over direct medium-high heat, melt 2 tablespoons of the butter. Add the garlic and shallots and sauté until fragrant and tender, about 1 minute. Add the wine and cook for about 1 minute more. Add the clams and cook over direct medium-high heat, with the lid closed, until the clams open wide, 5 to 10 minutes, stirring every few minutes. Add the remaining 2 tablespoons butter, the parsley, and season with pepper. Toast the bread over direct heat, about 1 minute, turning once.
Remove the wok from the grill, discard any unopened clams, and serve right away in bowls with the bread and pan juices.