Mix the oil, vinegar, garlic, shallots, and oregano in a bowl until fully combined.
Drizzle the inside of both halves of the roll with oil vinegar mixture, and layer with prosciutto, mozzarella seasoned with salt and pepper, arugula, and sun dried tomatoes.
Place the sandwich on the panini grill and cook until the bread is golden brown and the cheese is melty.
To serve: Cut in half and enjoy with chips, pickle, and sparkling water.