Preheat the oven to 350 degrees F. Line a rimmed baking sheet with foil.
In a small bowl, mix the mayonnaise, ketchup and chopped pickle, if using (leave out for a smoother Russian dressing). Season with a pinch each salt and pepper, and set aside.
Lay 4 slices of the bread on the baking sheet. Spread each with 1 tablespoon of the Russian dressing and top each with 2 slices Swiss and 1 slice Jarlsburg. Add the corned beef, pastrami and sauerkraut. Spread the remaining Russian dressing on the remaining 4 slices of bread and place on top to assemble the sandwiches.
Heat 1 tablespoon of the oil in a large nonstick skillet over medium heat. Put 2 sandwiches in the skillet and cook until the bread is toasted and golden, 2 to 3 minutes per side. Transfer back to the baking sheet. Repeat with the remaining oil and sandwiches.
Bake the sandwiches until warmed through and the cheese is melted, about 10 minutes. Serve with a pickle on the side.