I think the taste and the texture of buns are best when lightly toasted. To toast a bun on a grill, grill pan, or griddle, split the bun open, place it cut side down on the grill, and grill until light golden brown, about 10 seconds. Alternatively, you can place the split bun halves cut side up on a baking sheet and cook them under a preheated broiler until light golden brown, about 30 seconds. Keep a close eye on them and don't let them get too brown or else that texture will take on a life of its own and defeat the purpose of starting with a soft bun.
Recipe courtesy of Bobby Flay