In an interview with Food & Wine, Mark Rosati, the Culinary Director of Shake Shack, said that he chooses firmer rolls, like a Kaiser roll, for grilling because they hold up to the heat and leave perfect grill marks. Rosati avoids lighter, fluffier rolls because they don't grill well, and dense or heavy rolls, such as bagels or ciabatta, may not absorb the grill marks as well as other breads.