Preheat a grill to medium. Line a baking sheet with parchment paper. In a large bowl, mix the cornmeal with the mozzarella; season with salt and pepper. In a small saucepan, heat the milk and butter just until the butter melts. Stir into the cornmeal mixture along with 3 tablespoons cilantro. Spoon the mixture onto the prepared pan in 8 mounds and form into 3-inch patties.
In a bowl, toss the bell peppers, onion and portobello with 1 tablespoon olive oil; season with salt and pepper. Arrange on the grill and cook until the vegetables are tender and charred, about 5 minutes; thinly slice the portobello.
Meanwhile, in a cast-iron skillet placed on the grill, heat the remaining 3 tablespoons olive oil. Working in batches, add the patties and cook, turning once, until golden, about 8 minutes. Top with the grilled vegetables and remaining 1 tablespoon cilantro.