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To roast the peppers: Preheat the broiler.
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Or, if you have a gas stove, turn on one burner.
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Place the chiles under the broiler or, if using a gas burner, hold one chile with tongs over the flame.
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Cook, turning frequently, until skin is charred all over.
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Repeat with the remaining chile.
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Place the chiles in a resealable plastic bag and set aside for 20 minutes.
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Using a small sharp knife, scrape off the charred skin, cut off the stems, then cut the chiles into 1/2-inch-wide strips.
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Set aside.
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Meanwhile, in a large nonstick skillet, cook the bacon over medium-high heat until crispy.
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Drain on paper towels.
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Wipe the skillet with a paper towel, but do not wash it.
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To assemble: Pull out some of the center of each roll to create a well.
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Brush the outside of each roll with the oil.
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Place the 4 bottom pieces on your work surface, oiled side down.
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Distribute the mozzarella evenly over these pieces, followed by the bacon, chiles, tomatoes, and goat cheese.
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Place the remaining 4 pieces of bread on top, oiled side up.
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STOVETOP METHOD: Heat the same skillet over medium heat for 2 minutes.
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Put the sandwiches in the skillet (in batches if necessary) and press firmly with a spatula to flatten them slightly.
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Cover and cook for 3 to 4 minutes, or until the undersides are golden brown in places and the mozzarella has begun to melt.
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Uncover, and turn the sandwiches with the spatula, pressing very firmly.
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Cover, and cook for 2 to 3 minutes, or until the undersides are golden brown in places (the shape of the roll prevents uniform browning).
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Turn the sandwiches again, press with the spatula, and cook for 30 seconds to 1 minute, or until the mozzarella has melted completely.
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Serve immediately.
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SANDWICH MAKER METHOD: Preheat the sandwich maker (if it has adjustable heat, set it to medium).
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Follow directions for sandwich assembly.
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Put the sandwiches in the machine and pull the lid down very firmly to compress them.
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Cook according to the manufacturer's instructions.
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GAS GRILL METHOD: Brush the grill rack with oil and preheat the grill to medium.
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Follow directions for sandwich assembly.
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Put the sandwiches on the grill, cover, and cook for 4 to 5 minutes (3 to 4 minutes if using bread slices) or until the undersides have distinct grill marks and the mozzarella has begun to melt.
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Turn carefully with a spatula, pressing very firmly to compress the rolls.
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Cover and cook about 4 minutes (2 to 3 minutes if using bread slices) or until the undersides have distinct grill marks.
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Turn again and cook for 1 minute, or until the mozzarella has melted completely.