Preheat the oven or a grill to 425 degrees F. Grease the wells of a cast iron cornstick pan liberally. 

When the grill is maintaining a consistent temperature, preheat the greased cornstick pan(s) on the grill over indirect heat for 7 to 10 minutes while you prepare the batter.

Beat the oil and eggs until foamy in a medium mixing bowl. Add the milk and sour cream; whisk to combine. Sift the dry ingredients together and add them to the wet ingredients along with the green onions, whisking until just combined. Do not overmix. 

Open the grill and, working quickly, spoon about 3 tablespoons of the batter into each well of the pan(s), filling each about 3/4 full of batter. Position the pan(s) so that they are over indirect heat, close the grill cover, and cook until the cornbread is lightly golden on top and a toothpick inserted in the center comes out clean, usually 6 to 8 minutes. Remove the pan(s) from the grill and allow to sit for 1 to 2 minutes, then turn the pans over and tap to release the cornsticks. Re-oil the pans and repeat the process to cook the remaining cornsticks. Note:  the pans need to be well-seasoned to keep the cornsticks from sticking. Also, any crumbs remaining from the previous batch of cornsticks should be brushed out before the wells are re-oiled for the next batch.