Cut open the mentaiko and extract the contents. Mix the mentaiko with mayonnaise and pepper in a bowl to make the mentaiko mayo sauce.

Trim the stems off the shiso leaves and cut them in half lengthwise.

Cut the melting cheese diagonally in half. Slice the hanpen diagonally in half and make a pocket in the cut surface.

Stuff the hanpen pockets with melting cheese, shiso leaves, and mentaiko mayo sauce evenly.

Heat butter in a frying pan and place the stuffed hanpen in. Cook on medium-low heat until both sides are golden brown.