Bread: I know you usually start out talking about what goes in a sandwich, but the bread is the most important part. After all, without the bread it isn't a sandwich. For a good sandwich, you should use a quality roll, soft in the middle and crusty on the surface. Make sure the roll is cut almost all the way, but not entire through. You need a good long hinge to hold the filling. So, cut the roll so you can fold it open, but so it holds together to help build your sandwich. Next, put together a mixture of herbs, spices and either melted butter or olive oil. Brush this mixture over the cut side of the bread and place the bread on the hot grill to lightly toast the bread. This actually helps make a more manageable sandwich, but it also adds a lot of flavor. In addition, you can use this mixture to brush over vegetables.
Meat: Either you think it's strange or you don’t, but a hamburger is a sandwich. The hamburger has become such a central part of life that many people don't think about it as a sandwich. Try this; turn to someone nearby and ask them what the most popular sandwich in the world is. If they say hamburger not only are they right, but they’re a little odd. If you think about this then you can see that a great sandwich is going to start out with some nicely grilled meat. Whether you grill up some chicken breasts or steak or any meat of your choice, by grilling it first, you will enhance the flavor. Of course, you need to work with something manageable so grill the smallest pieces you can and keep a cutting board handy to get your grilled meats down to easily edible portions. The tougher and chewier the meat the more it needs to be chopped up to make a good sandwich.
Vegetables: If you think of any great sandwich, like a good Philly Cheese Steak, there is usually a vegetable component. Personally, I like grilled onions and peppers, but you can use whatever you like. If you want to put extra flavor into a sandwich, try grilling onion wedges and bell peppers cut in half. Remember to brush them lightly with olive oil to add flavor and prevent sticking. Once these have heated through, remove them to a cutting board and chop appropriately.
Cheese: The secret to cheese in a grilled sandwich is to use very thin slices so it can melt easily. Try to assemble quickly to hold in the heat of everything you've grilled from the bread to the meat and vegetables. This is more than enough to melt a thin slice of cheese.
Building a Sandwich: Like most grilling, timing is everything. Have everything handy. Pull the toasted rolls off the grill, place the cheese against the bread and holding the roll in one hand, load the meat and vegetables into the hinge of the roll. Fold and serve. Ideally the meat and vegetables are hot and juicy. After all, eating a good sandwich isn't part of formal dining. If it doesn't run down your arm a little it probably isn't a good sandwich.