Cut the baby lettuces in half, leaving the stem base intact so the leaves stay on.
Brush the lettuces with the oil and season well.
Place them cut side down on a preheated BBQ rack or a cast iron griddle pan with raised ridges.
Cook for 3 to 5 minutes or until the outer leaves are well charred, grill-striped and the stems are becoming tender.
Arrange the 12 lettuce halves in a dish and lay over thin cheese slices. Add more pepper and a drizzle of olive oil.
Bake in a hot oven or grill until the cheese begins to bubble.
Serve right away with each person getting 2 lettuce halves.