...But the cooking of the panini is what makes it a panini rather than a toasted cheese sandwich... Use, as already suggested, panini bread, brush the inside or cut side with a good EVOO, slice a clove of garlic and rub the oiled bread, use a couple of slices of good quality sliced mozzarella, tomato, good, fresh basil leaves and, if you like, a few slices of prosciutto, or maybe a couple of slices of a good Italian salami (Golfetta Emilia Romagna).
Heat a heavy skillet if you don't have a grill, placing th panini with the side containing the cheese down. Use medium hig heat. Have a good heavy pan that you can place on top of it... use abrick in that if you have to since it needs to be weighted...Cook a few minutes until the cheese begins to melt and/or the bread browns... turn and repeat the other side. If you really like panini a press for this job is a good investment... (Fresh basil is a must!)
Best of luck!