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I use a griddle or frying pan; the key is to toast/grill/fry the insides golden-brown so they are crispy before sandwiching the cheese between them. I don't think toasting them would be a good idea...
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#1: Initial revision
I use a griddle or frying pan; the key is to toast/grill/fry the insides golden-brown so they are crispy before sandwiching the cheese between them. I don't think toasting them would be a good idea; you don't want the interior of the bread to be dry and I find it difficult to create the correct crispiness in the oven without dehydrating the slice.