For the sauerkraut: Heat the olive oil in a medium saucepan over medium heat. Add the onion and garlic and cook until golden brown, about 15 minutes. Add the sauerkraut, apple, and allspice, season with salt and a generous grinding of pepper. Cook until sauerkraut is tender, lightly browned and all the liquid has evaporated, about 15 minutes more.
For the Russian dressing: Mix all the dressing ingredients together, cover and refrigerate until ready to use.
For the Sandwich: Preheat broiler to low.
If using the tempeh: Heat the vegetable oil in a large skillet over medium-high heat, and cook the tempeh, in batches as needed, until crispy golden brown, about 3 minutes. Transfer to paper towels.
Spread some butter on 1 side of each slice of bread. Place 4 pieces, buttered side down, on a foil-lined baking sheet. Spread some of the Russian dressing on the sides facing up. Evenly lay the pickles, tempeh if using, sauerkraut, and then cheese on top. Place the open faced sandwiched under the broiler and cook until the cheese melts, about 2 minutes. Remove the baking sheet from the broiler. Spread the rest of the dressing on the uncovered side of the 4 remaining bread slices, place on top melted cheese, buttered side up to finish the sandwiches. Return to the broiler and toast sandwich, turning once so both sides get nice and golden brown, about 2 minutes total, serve hot.
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