Stab the potatoes with a knife or fork. Place in a microwave-safe bowl. Add the water and cover. Microwave for 10-12 minutes until the potatoes are just tender. Drain and rinse with cold water. Let cool.
Quarter the potatoes and transfer to a large bowl.
In a small bowl whisk together the mayonnaise, mustard and pepper. Add to the potatoes. Stir to coat and place in the fridge for 1 hour.
Fire up your grill for direct cooking over medium-high heat.
Transfer the potatoes to a vegetable basket (or thread onto skewers) and grill 8-10 minutes until lightly charred and tender, turning a few times.
Remove, transfer to a platter, sprinkle with cheese and serve.