Preheat the oven to 350 degrees Fahrenheit. Now, make two cuts into the top of the bolillos perpendicular to each other, then remove the top piece of bread. You should have a small triangular wedge of bread, and a large bottom piece.
Build the sandwich into the bottom piece: two slices of pepperoni, then two slices of Genoa, then the slice of Havarti cheese. If you like, add some olive oil or vinegar. Replace the top wedge.
Place the sandwiches on a cookie sheet, and put in the oven for 15-20 minutes. Remove, allow to cool, and then enjoy!