How to Make It
Preheat the oven to 375°. In a bowl, mix the cornichons and their pickling liquid with the jalapeños, capers and mustard.
Brush the outside of the rolls with the oil and place each on a 12-inch piece of foil, cut side up. Sprinkle 1/2 cup of Gruyère over the bottom half of each roll. Top with the sliced pork. Spread 1/4 cup of the cornichon mixture over the pork and season with salt and pepper. Top with the prosciutto and the remaining Gruyère. Close the sandwiches; tightly roll them up in foil. Bake for 20 minutes, until the cheese is melted and the rolls are crisp. Slice the sandwiches in half on the bias and serve.