In a small bowl, mix mayonnaise and Italian dressing. Spread mixture on hoagie rolls. On each roll arrange layers of turkey, ham and cheese. Top each with dill pickle slices. Close the sandwich and brush tops and bottom with olive oil.
Heat a non-stick skillet over medium high heat. Place the sandwiches in the skillet. Cook for 2 minutes pressing down with a plate covered in aluminum foil. Flip and cook for 2 more minutes or until cheese is melted. Remove from heat, place on plates and cut in half diagonally.