Add the lime juice, zest, honey, cayenne and salt to a small bowl. Whisk everything together until incorporated.
Preheat a grill to medium-high heat.
Grease the grill with nonstick spray.
Add the watermelon slices to the grill and cook for 2 to 3 minutes per side. Brush the triangles with the syrup during the last minute of cooking. Transfer the watermelon from the grill to ice cream bowls and top them with generous scoops of vanilla ice cream. Drizzle the remaining syrup over the ice cream. Garnish with some whipped cream and sliced mint leaves and serve.