These sandwiches layer already-cooked pork and vegetables; just add arugula and a pre-made marinade.
Stir capers into dressing. Slice off top of bread and scoop out soft interior to create a hollow bread bowl. Spoon 2 to 3 tablespoons dressing in bottom. Layer vegetables and pork in bread, drizzling 2 to 3 tablespoons dressing between layers. Add arugula and replace loaf top. Wrap tightly in plastic and refrigerate 1 hour (or up to 1 day). Cut sandwich into wedges and serve with cucumber.
To keep the bread fresh until you need it, wrap it in tightly in plastic after purchasing.