Spread mayonnaise on one side of each bread slice and mustard on the other side.
On one half of the bread, layer the cooked pork, then ham, cheese, and pickles.
Close the sandwich by folding the bread in half, ensuring the mayo and mustard sides are on the outside. Brush the outer sides of the bread with olive oil to prevent burning on the grill.
Preheat the grill to medium heat.
Place the sandwich on the grill and close the lid.
Grill the sandwich for 3-4 minutes on each side, until the bread is golden brown and crispy, and the cheese inside melts.
If necessary, press the sandwich with a grill press or a heavy object to ensure it cooks evenly and the cheese melts faster.
Serve the Cuban sandwiches hot, sliced across for a better presentation.