Preheat the oven to 350 degrees F (175 degrees C). Line a baking sheet with parchment paper.
Slice rolls in half lengthwise, but do not cut all the way through. Place rolls on the prepared baking sheet, open side up.
Evenly layer rolls with ham, salami, and capicola, folding to fit. Place the halved provolone and banana peppers on top of the meat.
Bake in the preheated oven just until cheese starts to melt, 5 to 8 minutes.
Remove sandwiches from the oven, dress with tomatoes, lettuce, and red onion as desired. Lightly drizzle with olive oil and red wine vinegar; sprinkle with oregano and season with salt and pepper. Serve warm.