Do you still use lava rocks in gas grills mine came with none?

Lava rocks are not commonly used in modern gas grills, as they have largely been replaced by ceramic briquettes or other materials that provide better heat distribution and require less maintenance. If your grill didn't come with lava rocks, it's likely designed to operate without them. You can use your gas grill effectively without them, but if you prefer the benefits of enhanced heat retention and flavor, you can consider adding ceramic briquettes instead.