Slice 2 1-inch rounds from your watermelon, and cut each round into fourths. Brush both sides of the watermelon with olive oil and season with kosher salt and fresh ground pepper.
Heat a grill or grill pan over medium-high heat. When hot, add the watermelon and cook for about 2 minutes on each side until pretty grill marks appear. Remove from the pan and let cool slightly.
Arrange the watermelon on a serving platter (or on individual plates) and drizzle with lime juice. Sprinkle with the jalapeños, cilantro, and cheese. Drizzle the whole shebang with honey and serve immediately.