On a sheet pan, toss together the tomatoes, harissa, basil, olive oil, honey, garlic, onion, and 2 heavy pinches each of salt and pepper to combine. Roast for 40 minutes, until the tomatoes are softened and caramelized.
Transfer to a high-speed blender along with the heavy cream and puree until smooth. Taste and adjust the seasoning with salt and pepper. Keep warm either in the blender with the lid on or by transferring it to a medium saucepan over low heat.
Make the grilled cheese: On a cutting board, lay out 4 of the challah slices. Divide the grated cheddar among them, then sandwich with the remaining 4 challah slices.
In a large nonstick skillet, melt 2 tablespoons of the butter over medium heat. Add 2 of the sandwiches and cook, pressing firmly with a spatula and flipping once, until golden brown and the cheese has melted, about 3 minutes per side. Transfer to the cutting board and repeat with the remaining 2 tablespoons of butter and sandwiches. Slice each grilled cheese in half diagonally.
Divide the soup among four bowls and serve each with a grilled cheese on the side.