The flavor combination on these easy-to-assemble skewers mimics that of a Cuban sandwich—minus the bread. Serve them for lunch or dinner.
Soak 8 wooden skewers in water for 30 minutes.
Heat grill to high. Sprinkle 2 or 3 tablespoons cheese down the center of each slice of ham. Fold in sides to almost fully enclose cheese, then press down, and roll up ham lengthwise.
Carefully thread 1 pickle slice, and 1 ham bundle, making sure ham is secure, then another pickle slice onto each skewer. Lightly brush pickles and ham with oil, and grill, flipping, until cheese melts and grill marks appear, about 2 minutes per side.