Most of the sandwiches are baked and some are grilled...
Baked sandwiches will get hot, the crust will warm and get a little crispier, and the cheese will melt and perhaps brown. Grilled sandwiches, on the other hand. Well, in the case of a cheesesteak, the filling inside the sandwich is grilled first, then the bread is grilled to get a toasty sear on the surface.