I did this with two cookers – my traditional broiler; and a device I just acquired, a Nuwave Oven.  The jury’s still out on the Nuwave Oven , but so far I’ve had some fairly good results.
 
Ingredients

1 bolillo (Mexican white bread) sliced crosswise into 3/8″ slices.
12 medium shrimp; peeled and deveined
1/4 pound Mozzarella or other suitable melting cheese; cut into very thin slices
Seasoning blend (garlic powder, black, white, and red pepper. etc.)

Directions

Preheat broiler.

Sprinkle shrimp with your favorite seasoning blend and keep in refigerator until ready to cook.

Place bread slices on cooking sheet. Top each slice with a bit of cheese.

Set aside while preparing the shrimp.

Put shrimp on  wooden skewers (4 /per skewer)  and place on 4″ cooking rack Nuwave Oven.

Cook for 3 minutes; then turn and cook for another 3 minutes.

During the second 3 minutes, run bread under broiler for about 30 seconds or so, until the cheese begins to melt, and the bread begins to brown.

Remove bread from broiler; remove shrimp from Nuwave. Place one shrimp on top of each slice of grilled cheese slice and serve immediately.

Tip: Place pan or plate on bottom of Nuwave to catch drippings. If a plate or pan isn’t large enough, line the bottom with foil. It’s okay if the foil extends outside the cover.

Also, to make cleaning the rack easier, lay a sheet of foil on rack. Punch a few holes in it with a fork; then place shrimp skewers on the foil.