The problem is that ash is so fine it'll get through most filters and damage the vacuum.
LIDL have a Parkside ash attachment for sale occasionally, as a special. Basically you plug your vacuum into the ash attachment, which is like a seperate container for the ash, with it's own hose... the idea is that the ash get sucked into the ash attachment, where it falls out of the air stream, and hence the ash never gets as far as the vacuum. That's the design as far as I know, but I'm not sure if it'll work well.. the ash is simply too fine and will eventually block or clog most filters. Sucking up ash will probably invalidate your vacuum warranty. .this is just a guess, but if the manufactures are on the ball I'd say they'd include that.
A dustpan and brush is the best really, and just use the vacuum for the remainder... no need to clean under the grille thing perfectly... there is a tendency to do that, but it's just going to get messy again once you light a fire.