There’s no reason that vegetarians have to be left out of the fun when it comes to outdoor cooking: Dairy-eating vegetarians (and all cheese lovers, of course) can cook paneer and halloumi cheeses directly on the grill — a new, breadless interpretation of grilled cheese.

What these cheeses have in common is a firmness and density that gives them the flavor and texture of melted cheese, but without any stringy mess. They keep their shape when heated, and gain chewy buoyancy.

Halloumi is a cheese that can legally be called by that name only if it’s made in Cyprus. “The most amazing thing about it is its resiliency to heat,” Michael Psilakis, the chef and owner of Anthos (36 W. 52nd St., between Fifth and Sixth avenues, 212-582-6900) and Kefi (222 W. 79th St. at Broadway, 212-873-0200), said. “You can skewer it, smoke it, confit it, grill it, poach it, dehydrate it, and it always maintains its integrity.”

Uncooked halloumi is similar to very firm, very salty feta cheese. “It has a goaty, sheepy flavor, reminiscent of sharp pecorino,” Mr. Psilakis said. To prep it, season a thick slab (about a half-inch width) with extra virgin olive oil, salt, and pepper. Grill until marks can be seen. Mr. Psilakis recommends then adding a squirt of fresh lemon juice and combining the cheese with melon and arugula, or mixing it with fresh fava beans. Another idea is to serve the warm cheese over couscous or quinoa with fresh herbs and grilled summer vegetables.

Paneer cheese has a similar textural integrity, but it’s milder in flavor, not salty, and tends to pick up the flavors of whatever you marinate it in, just as tofu does. The cheese actually starts out with the consistency of ricotta: The solidity of the cheese is determined by the amount of water removed during the cheese-making process.

In making paneer skewers, the chef of Prana (opening late August at 79 Madison Ave. at 28th Street), Chai Trivedi, suggests marinating 2-inch-square cubes of cheese in a typical South Asian mix of salt, pepper, lemon, yogurt, and aromatics such as ginger, garlic paste, cumin powder, or turmeric. Add other vegetables (such as bell peppers or portobellos) to the marinade overnight, skewer, and cook on a very hot and oiled grill. Serve with grilled pita, naan, or basmati rice, with chutney on the side.

You can find cut-to-order halloumi at Titan (25-56 31st St. at Astoria Boulevard, Queens, 718-626-7771). Kalustyan’s (123 Lexington Ave. at 28th Street, 212-685-3451) sells fresh paneer and packaged halloumi. Fairway, Whole Foods, and and Murray’s, among others, sell both kinds of cheese.