For maximum flavor, fire up the grill. Cooking panini outdoors over gas or charcoal requires a little more attention, but delivers fabulously smoky flavor. Take care not to stoke the heat too high, and experiment with raking the coals to one side. Buttery, cheesy sandwiches should be watched carefully in case of flare-ups, so stand by with tongs if you need to scoot panini over to a cooler safety zone. If you’re using a heavy pan, just make sure it’s entirely heatproof, including the handle.