You may be tempted to line your rimmed baking sheet with parchment or foil for easy cleanup. However, for this recipe you will be better off placing your buttered bread directly on the baking sheet. You want the hot metal to toast the bread just like it would on a skillet. Paper would likely cause steam to build and prevent that nice crispy bread from toasting, and foil would do the same thing and possibly stick to the melted cheese.