You can do 2 things.
You can go to one of the ubiquitous bakery chains and buy a roll with the consistency of cirro-cumulus enveloping a slice of plastic cheese.
Or you can ask the nice lady at one of the cheese stands on the market to cut you a thick-esh slice of a mature cheese from cattle that graze in the Alps and pop it in a wholemeal roll.
OK, so it’ll cost you €3 instead of €2.50.
Life’s too short to eat junk food.