For the bacon: Preheat the oven to 300 degrees F. Add the pork belly, olive oil, garlic, thyme, and bay leaf to a heatproof casserole dish. Cover with foil and bake until fork-tender, about 3 hours (or substitute thick cut bacon and grill it or cook it in a pan until crispy).
For the apples: Bring the pickling spices, dill, vinegar, apple cider, and sugar to a boil. Thinly slice the apple and jalapeno and put into a medium-sized nonreactive jar or container. Pour the liquid over the apples and jalapenos. Cover and let stand at room temperature for at least 2 hours before serving.
To assemble: Grill the ciabatta on a grill (or use a toaster). Spread mustard on the top half of the roll. Thinly slice the pork belly and layer on the roll, top with pickled apples and jalapenos, and a handful of mustard greens. Close the sandwich and set aside.