In a medium non-stick skillet, place your slice of cheese in the middle (no need to grease the skillet). Turn the heat to LOW (for my gas stove, I put it on the lowest heat possible). Let it cook for 4-5 minutes until the cheese has browned all around the edges.
Place the pickle spear in the middle and using a spatula, wrap the cheese around the sides of the pickle. Cook for 1 additional minute and remove to a paper towel lined plate.
Let cool for a couple of minutes so the cheese can harden fully. ENJOY!