In this vegetarian tandoori-inspired recipe, paneer is coated in a yogurt sauce, smothered in tandoori spices, and grilled on skewers just until lightly charred. Serve it up with extra sauce. YumDidn't know you can grill paneer? You can, indeed Like traditional greek halloumi cheese, indian grilled paneer works well on your indoor or outdoor grill, as it becomes lightly charred instead of melting away like other cheeses. If you've never tried grilling cheese before, you're in for a real treat with this tandoori-spiced grilled paneer recipe. Most larger natural foods stores (such as whole foods or larger independent grocers) will stock paneer and tandoori seasoning blends. You also may want to see if there's a local indian import grocery store in your area.