How to Make It
Preheat the oven to 450°. In a bowl, toss the tomatoes with the 2 tablespoons of oil, the vinegar and thyme sprig and season with salt and pepper. Arrange the tomatoes cut side down on a rimmed baking sheet and roast in the upper third of the oven for 10 minutes, until the skins begin to shrivel. Remove the skins. Turn the tomatoes over and roast for 10 minutes longer, until softened and lightly browned. Sprinkle with the garlic and thyme leaves and season lightly with salt and pepper.
Preheat a panini press or grill pan. Arrange the bread slices in pairs and very lightly brush 1 side of each slice with oil. Turn the bread oiled side down and mound half of the cheeses on 4 of the slices. Top with the tomatoes, the remaining cheese and the remaining bread, oiled side up. Grill until the bread is toasted and the cheese is melted. Cut the sandwiches in half and serve.