Dust romaine halves evenly with olive oil. Set lettuce down, cut sides, on grates. Then grill each side for 1 minute and 30 seconds. Turn lettuce until lightly charred.
Set the lettuce on a platter. Mix together 4 tsp water and the next 5 ingredients (though red pepper) in a small bowl until sugar is completely dissolved. Drizzle mixture over lettuce. Finish off with cheese and cilantro.