Roast chiles over a medium-hot grill, turning occasionally, until completely charred on all sides, about 10 minutes. Transfer to a plastic or paper bag and allow to steam for 10 minutes to loosen skins. (Leave grill burning.)
Remove skins and cut a slit down the length of each chile. Remove seeds and membranes. Stuff each chile with cheese. Secure with toothpicks to hold chiles closed. Wrap in an aluminum foil packet, completely enclosing them. (Be careful to keep toothpicks from poking through foil.) Place packet on grill to heat chiles and melt cheese, about 10 minutes.
Open foil packet and let chiles cool for about 5 minutes. The cheese will firm up slightly, making the chiles easier to handle. Remove toothpicks and place chiles on individual plates or a serving platter. Serve warm.