Using butter (or mayo) on the outside of your grilled cheese is critical to getting it to toast evenly and get that golden brown crispy crust. You need some sort of fat as it drastically improves the flavor and texture of the bread as it cooks. If you don't butter your grilled cheese, your bread will get toasted, but your sandwich will turn out dry and may not cook evenly (and may also burn quicker). If you absolutely don't want to use butter and need a lower calorie option, try olive oil cooking spray or avocado oil cooking spray instead.