The pandemic has closed many doors. When one shuts, though, another one opens — at least some of the time. In this case, the first door belongs to AJ's Grilled Cheese Shop, which has permanently closed. The Bay Shore restaurant was started by Anthony Leis, Jr. five years ago. It was staffed by his family and devoted to grilled cheese sandwiches (and mac-and-cheese) in myriad forms, such as a Southern-style grilled cheese with pulled pork, barbecue sauce and melted cheddar.