Heat coals or gas grill for direct heat. Cut bread loaves horizontally in half. Arrange half of ham, salami and cheeses on each bottom loaf half. Spread barbecue sauce over sandwich fillings. Add tops of loaves; secure with toothpicks.
Wrap each loaf in heavy-duty aluminum foil. Grill covered 3 to 4 inches from medium heat about 15 minutes or until cheese is melted and sandwiches are hot.