The thing that sets pecorino siciliano apart in a panino is what is studded through it before it ever reaches the bread: whole black peppercorns. The Sicilian sheep's-milk cheese is a protected denomination and in its aged form, the pepato, the peppercorns are pressed into the curd so the heat is built into the cheese itself rather than added at assembly. Each cut reveals dark flecks that crack between the teeth and release a sharp, resinous bite against the firm, salty, slightly sweet paste. The sandwich is a way of carrying that already-seasoned cheese, and the defining fact is that the spice is not on the panino, it is in the pecorino, so the building is mostly about not getting in its way.
The craft is matching the bread and the cut to a cheese that arrives complete. The aged pepato is firm enough to slice into clean, sturdy pieces that hold their shape and their embedded pepper in the fold; a younger, peppercorn-free wheel exists too and is softer, sliced thicker and milder. The bread is plain and crusted, present to carry the heat and salt without competing, because a strongly flavoured loaf against a peppered cheese would be two arguments at once. Almost nothing is added: the peppercorns are doing the work a condiment would do elsewhere, and a Sicilian build leans on that, occasionally a thread of oil and no more. It is eaten as a direct, warming bite, the pepper lingering after the cheese has gone.
The variations are small and stay on the island. There is the saffron-tinted version where the curd is coloured and perfumed instead of peppered, a different cheese inside the same plain roll, and the young milder build for those who want the sheep's milk without the heat. Each is the same Sicilian denomination with its seasoning changed at the dairy, not the counter, and each deserves its own article rather than being crowded in here.