For the bread: Place a grill pan over medium-high heat or preheat a gas or charcoal grill. Spray the grill with vegetable oil cooking spray.
Grill the bread for about 1 minute on each side until lightly toasted. Set aside.
For the barbeque sauce: In a small bowl, combine the mayonnaise, lemon juice, apple cider vinegar, salt and pepper. Set aside.
For the seasoning mix: In a small bowl, mix together the chili powder, oregano, celery seed, paprika and thyme.
For the pork chops: Drizzle the pork chops on both sides with olive oil and sprinkle with the salt and pepper. Rub the seasoning mix all over.
Grill for 4 minutes. Turn the pork chops over and brush the top of each chop with 1 tablespoon of the barbecue sauce. Cook for another 3 to 4 minutes until cooked through and a meat thermometer inserted into the thickest part of the chops registers 150 degrees F. Slice the pork chops into 1/4-inch-thick slices.
To assemble the sandwiches: Spread one side of each slice of bread with some barbeque sauce. Place the lettuce leaves, tomato slices and pickles on 4 slices of bread. Top with the sliced pork. Add the remaining bread slices on top and serve.