In a small bowl, whisk together all ingredients for dressing.
Split each of the baguette pieces open length-wise. Pull out some of the soft center of the bread.
Drizzle dressing onto both sides of baguette pieces. Layer ham, cheese, and pickle slices inside each sandwich, dividing ingredients evenly. Top each with arugula.
Coat a large, nonstick skillet with cooking spray and set over medium-low heat.
Arrange sandwiches in skillet and cover with a lid that fits inside and can be pressed down onto sandwiches. Set something heavy on lid, such as a cast-iron skillet (a dutch oven works well in a pinch, if you push it down while it cooks).
Turn once. The sandwiches are done when the cheese is slightly melted (or to taste).
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