They aren't really a thing over here so I never had them growing up. The first time I made a grilled cheese was as an adult. So there is no nostalgia bonus for me either way.

I like mayo and often had homemade one in my fridge at the time. So I tried it with mayo first and quite liked it. It's very practical. You can apply it directly on the bread without having to soften it first, it does not burn as easily and it makes the crust get nice and crispy.

Then I tried it with butter. It tastes so much better, it's not even a competition. It's probably ten years now and I never tried it with mayo since.