Because it is considered unfair to criminal suspects, constables-in-training are not permitted to practise the art of interrogation on real persons. Typically they are forced to practise on inanimate objects such as cigarette packs, or a half-consumed packet of crisps—Cheese and Onion is a copper's favourite.
That is why you will often see such an object still sitting on the table while the real interrogation is taking place.
These objects have come to be known as "Grilled Cigarette Packs" or "Grilled Cheese and Onions".
Over the decades this has become shortened to "Grilled Cheese".