Preheat oven to 375 F. Bake until nicely golden - 20 to 25 minutes. Cool well before making up into sandwiches. Drizzle on a little olive oil. Fill and replace top half. Wrap panini in foil if you wish.
Foil produces a more steamed sandwich.
Foil-free is crisper. Place panini in a pre-heated, lightly oiled cast iron pan or skillet. Cook over medium heat and turn once after 3 to 4 minutes. Repeat on the other side. Turning is optional - depends on the filling and the effect you seek.