When you buy salmon, ask fishmonger to remove skin and package it up for you. Cut salmon flesh into 4 pieces and rub with 1/2 tsp. sesame oil. Season with salt and pepper. Let stand at room temperature for 20 minutes.
Preheat oven to 400°F. Line a small baking sheet with foil and lightly grease foil. Place salmon skin scale-side up in a single layer on baking sheet (cut in half to fit, if needed); rub with 1/2 tsp. sesame oil. Sprinkle with sesame seeds and season with a pinch of salt. Roast until skin is crispy and golden, about 15 minutes. Transfer salmon skin to a paper towel-lined plate to drain. Cut crosswise into baconlike strips.
Preheat broiler. Brush bread with olive oil; broil until lightly browned, 45 to 60 seconds per side. In a bowl, mix mayonnaise with sriracha, lemon juice and remaining sesame oil.
Preheat a grill pan over medium-high heat. Grill salmon, turning once, until just cooked through, 5 to 6 minutes. Transfer to a paper towel-lined plate and pat dry.
Arrange bread on a cutting board and spread with sriracha mayonnaise. On 4 slices, arrange tomatoes, pickles, salmon, arugula and salmon-skin bacon. Close sandwiches and serve right away.