A wise man once told me to actually grill my grilled cheese. May 31, If it's a grilled sandwich, why don't you use the grill? Pan frying isn't grilling. If you want to make a great, grilled sandwich, do it on your grill. Apr 13, Learn how to make a grilled cheese sandwich on your outdoor grill or BBQ. It's simple and the smoky flavor it adds is amazing. Sep 2, We're not here to discuss the how and why of this strange fact, but we are going to present a novel idea: grilling the classic grilled cheese. Get On-the-Grill Grilled Cheese Recipe from Food Network. A wise man once told me to actually grill my grilled cheese.