You will need a wide, deep baking tray, buttered (use about 20 g). Bring the water to the boil, season it, then pour in the polenta in a steady stream, stirring vigorously with the spoon in your other hand. Turn the heat to medium and cook, stirring, until it boils. Now turn the heat to low, and simmer for 5 minutes. Be careful when you stir, as the stuff tends to imitate volcanic mud on boiling, and large bubbles surface and explode messily. Take from the heat and stir in the remaining butter, then stir in the grated cheese. Adjust the seasoning and pour into the buttered tray; it should be a minimum of 2 cm deep. Bang the tray gently on the table to level the glop, and allow to cool. Refrigerate.
Cut into 1 cm slices and grill on the barbecue or in a ridged grill pan until nicely brown. It will shrink a little. Don’t attempt to move it once it’s on the grill but leave for a minimum of 5 minutes before turning, this should help prevent sticking.