Lay the skirt steak out on your work surface and season it on both sides with the salt and pepper. Sprinkle the cheese over the steak, leaving a 1/2 inch border with no topping.Grate the lemon zest from all 4 lemons directly onto the steak and sprinkle the parsley on top of the lemon zest. Starting at one of the short ends, roll the skirt steak from one end to the other. Tie a butcher’s knot in the center of the roll. Then tie two more butcher’s knots in the center of each side. Cut the roll in half along the first knot (remove that string) to form two wheels of equal size.
Preheat a grill or a grill pan over high heat.
Place the pinwheels cut side down on the grill or in the pan and cook them until they’re browned on both sides, about 8 minutes. Serve one pinwheel per person.