Make the pimento cheese:
In a large bowl, stir together the mayonnaise, diced pimento, Worcestershire sauce, onion and cayenne pepper until thoroughly mixed. Blend in the Cooper Cheese. Refrigerate 30 minutes to blend flavors.
While the pimento cheese is chilling, make the sandwiches:
In a medium skillet, cook the bacon just as crispy as you prefer, then drain well.
Preheat an electric griddle or large skillet to medium heat.
For each sandwich, spread 3 tablespoons of pimento cheese mixture onto two slices of bread.
On one slice of bread, layer on top of the pimento cheese 3 slices of bacon, some lettuce and a tomato slice. Top with the second slice of bread, pimento cheese side down. Repeat for each sandwich.
Lightly coat griddle with olive oil to prevent sticking. Over medium heat, grill sandwiches in batches, heating 3-5 minutes on each side, or until golden brown and cheese has melted.
Remove sandwiches to a platter and keep warm. Enjoy!