Build a medium-sized fire in the barbecue, or light up the gas grill using all three burners. When the coals are red and dusted with ash, set the grill over them. When the grill is very hot, place the cheeses on it ,right over the coals, and grill until the bacon is golden, about 30 seconds. Turn and repeat. Cover the grill and continue cooking until the cheese begins to melt, an additional minute or so. Transfer the cheeses from the grill to a plate or platter, using a long, metal spatula.