Remove 1 chile from can; reserve remaining chiles and sauce for another use. Finely chop chile.
Place chopped chile, barbecue sauce, and the next 4 ingredients (barbecue sauce through tomatoes) in a medium saucepan; bring to a boil over medium-high heat. Cover, reduce heat, and simmer 45 minutes, stirring occasionally. Uncover and cook 10 minutes or until sauce thickens and pork is very tender. Remove from heat. Remove pork from sauce; shred pork. Return pork to sauce.
Heat oil in a large nonstick skillet over medium-high heat. Add the onion, thyme, and sugar; cook 10 minutes or until golden, stirring occasionally.
Heat a large nonstick skillet over medium heat. Place 1 cheese slice, 1/2 cup pork mixture, about 2 T onions, and 2 pickle slices on botom half of each roll. Cover with top halves of rolls. Add 3 sandwiches to pan. Place a cast iron skillet on top of sandwiches, and press gently to flatten. Cook 2 minutes on each side or until cheese melts and bread is toasted (leave cast-iron skillet on sandwiches while they cook). Repeat procedure with remaining sandwiches.