First grill the lemon. Preheat the grilling pan and put lemon halves on it. Grill until charred. Juice from that lemon will be super sweet and smoky. You’ll love it!
Place all ingredients for the pesto (olives, almonds, basil, olive oil, lemon juice, salt and pepper) in a food processor. Process for a second or two and then stop, repeat that for 2 or 3 times. You want your pesto to be crunchy so you don’t want to process it for much longer.
Preheat oven to 400F/ 200C.
Meanwhile cut rolls in half, but cut bottom part thicker. Remove the pit from the bottom part to make room for the pesto later. Place the cheese on the thinner one. Place both in the oven for 5 to 8 minutes, just until the cheese is melted.
Assemble the sandwich.
Place the pesto on the bottom part of the roll, where you removed the pit. Put a layer of capocollo slices, a layer of your greens and cover with a slice with melted cheese.
Press the sandwich slightly and enjoy while still warm.