You gotta slow waay down with your kids. Remember, their brains are still developing all the pathways they will use in life, but it takes time. If you’ve only recently been allowed with them, they are not going to understand any nuance of the situation immediately. They will in time and probably gladly accept anything you offer one day.
You may have to be more specific with the definition of grilled cheese for him.
Ramsay’s “ultimate” grilled cheese