Basically you need a big resistor with sufficient cooling. Dissipating megawatts of power is done routinely this way, during load testing of big generators.

But I imagine it becomes more of an engineering problem at grid scale, where you might need to dump hundreds of megawatts to make a difference. Cooling starts to require more significant infrastructure and/or environmental impact. E.g. the gigawatts of thermal waste of a nuclear power plants either heats a local river or needs to be dumped in the atmosphere with those big hyperboloid cooling towers.