Whatever else you’re planning to grill on Memorial Day, make room for cheese. Yes, you can grill it, and any non-meat eaters at your table will thank you. Halloumi, the sheep and goat cheese from Cyprus that doesn’t want to melt, has little personality until you warm it in a frying pan or on the grill. Then it blossoms. Serve it on toast (or lemon leaves, if you have them) with chopped fresh thyme and a drizzle of honey. A squeeze of lemon brightens it.