As noted by GdD, "grill" means one thing in American English and another in British English. This answer uses the translations provided in this StackExchange post, and focuses on the American English definition.
Grilled (American English) a.k.a. Barbecued (British English)
This section uses the American English definition of "grill" unless otherwise noted.
Prepare your sandwich [buttered/dry - cheese - dry/buttered] and wrap in aluminum foil. Place on the grill (or directly on the coals), turning to toast on both sides of the bread. Timing is going to be a trial and error lesson. My thought is 2-4 minutes per side, but this will be largely dependant on the heat of the coals.
I always butter both sides of each peice of bread and try not to use grated cheese, as it falls out. Make sure the pan is hot, non stick, and don't grease it, the butter on the outside of the bread will do well enough.