1. Preheat the grill to 225°F.
2. Prepare your roast while the grill is heating up.
3. You can now proceed to trim any excess fat from the top of the roast to a thickness of 1/4 inch.
4. Then combine the mustard, Worcestershire sauce, and garlic in a small bowl.
5. Proceed to slather the mustard mixture over the roast and season well with salt and pepper.
6. Put the roast on the grill. Make sure you close the lid on the grill after that.
7. Smoke until the roast achieves an internal temperature of 120 degrees F for Rare or 130 degrees F for Medium.
8. Then allow 35 minutes per pound of prime rib for a rare, bone-in roast.
9. Transfer the roast to a cutting board, cover with foil, and set aside for 20 minutes to rest.
10. Raise the temperature of your grill to 400 degrees F while the roast is resting.
11. Return the roast to the grill once it has reached the required internal temperature and sear it until it has reached the desired internal temperature.
12. Roast at 130°F for rare, 135°F for medium-rare, and 140°F for medium. Keep an eye on your temperature during this procedure because it should go swiftly.
13. Before slicing and serving, transfer the roast to a cutting board and let it rest for at least 15 minutes.

You can watch this video recipe to know more about cooking prime rib at 225 degrees.