Halve and core the apples, then either brush them with olive oil or spritz with Pam.
Dust the halves with salt and pepper, then place cut-side down over direct heat on a hot grill. Cook with the grill covered. After about 3 to 5 minutes, the apples should have pronounced grill marks on their cut sides.
Use tongs to flip the apples and reduce the heat under them to low or move to cooler part of grill. Close the grill and cook until the apples are just tender, about another 3 to 5 minutes.
To serve, sprinkle grated cheddar cheese over the apples and offer as a side to pork, chicken or steak.
Note: if you want a sweet option, sprinkle with cinnamon and/or nutmeg, grill about 3 minutes. Turn over, sprinkle with sugar or brown sugar, raisins and/or coconut, close and cook until tender, about another 3 minutes. Top w/ vanilla or cinnamon ice cream!