1. To prepare, start the coals or heat a gas grill for hot direct cooking. Pour a little bit of oil on a paper towel and lightly grease a small cast-iron pan. Put the pan on the grill directly over the fire, close the lid, and let it heat for 10 minutes.
2. Put the cheese in the hot pan and sprinkle with the oregano and red pepper, if you’re using them. Close the lid and cook until the cheese melts to fill the pan and gets bubbly and crusty at the edges, 4 to 5 minutes. Carefully transfer the extremely hot skillet to a trivet and serve with the baguette slices.