In a small bowl, combine the mayonnaise, ketchup, brandy and cayenne. In another small bowl, toss the salami with the cheese. Divide the ham slices into 4 stacks. Scatter the salami and cheese in the center of the ham; fold in the sides so the ham is in thirds. Brush both cut sides of the baguettes with the mayonnaise sauce. Top with the ham rolls and close the panini.