Preheat your oven to 400°F (200°C). Line a baking sheet with parchment paper.

Slice the jalapenos in half lengthwise and remove the seeds (if desired, for less heat). Place them cut side down on the prepared baking sheet. Drizzle with olive oil and season with salt and pepper. Roast in the oven for about 15 minutes, or until the skins are blistered and slightly charred. Once done, remove from oven and let cool.

In a mixing bowl, combine the softened cream cheese, shredded cheddar cheese, and shredded mozzarella cheese. Mix until well combined.

Once the jalapenos are cool enough to handle, chop them finely and fold them into the cheese mixture.

Heat a grill pan or skillet over medium heat. Butter one side of a slice of bread and place it butter-side down on the pan.

Spread a generous layer of the cheese and jalapeno mixture on the unbuttered side of the bread. Top with another slice of bread, butter-side up. Grill for 4-5 minutes, or until golden brown.

Carefully flip the sandwich using a spatula and grill the other side for another 4-5 minutes until it's golden brown and the cheese is melted.

Remove from the pan and let cool for a minute before slicing in half. Repeat with remaining ingredients to make 4 sandwiches.