Layer serrano and cheese in equal amounts on 4 slices of bread. Grind the hot pickled vegetables and the sweet pickle relish in food processor and pulse chop to make a relish. Spread the relish evenly on sandwich tops and set into place.
Place olives in a foil pouch and season with thyme, lemon zest, cumin seeds and red pepper flakes. Drizzle with extra-virgin olive oil and seal the pouch. Place pouch on grill and cook a few minutes on each side to heat the olives, herb and spices.
Preheat grill or grill pan to medium high.
Place sandwiches on grill and weight down with heavy skillet or a brick covered in foil. Char and heat the sandwiches through, about 2 to 3 minutes on each side.
Cut sammies in half and serve with "Hot" Olives alongside.