In a large skillet, cook bacon until crispy and cooked through.
In a small bowl, combine mustard, mayonnaise, lime juice, and cumin. Spread on the inside of each roll, top and bottom.
Layer two pieces of ham, two slices of bacon, and one slice of cheese on each roll. Top with pickle slices.
Butter the outsides of each roll.
Grill in a panini press for about 5 minutes, or until deliciously melty and heated through.
OR, to cook on the stovetop, heat a heavy skillet over medium high heat, then place sandwiches in skillet and press down with a second (smaller) heavy skillet; cook for three minutes, then flip sandwiches and cook for another three minutes or until heated through.
OR, to cook in the oven, heat oven to 400ºF, place sandwiches between two baking sheets, with a heavy oven-safe skillet on top to press sandwiches down; cook for about ten minutes, or until heated through.