1. Crush garlic and place in a food processor.
2. Add salt, egg yolk, lemon juice, saffron and cayenne.
3. Pulse to combine ingredients.
4. With the machine on add the vegetable oil in a steady stream through spout of the food processor until mixture is smooth and thickened.
5. Store, covered in the refrigerator, until ready to use.
1. Heat the oven to 200 degrees F.
2. Line a baking sheet with parchment paper.
3. In a medium bowl, toss the tomatoes with the olive oil and garlic.
4. Put tomatoes, skin side down, on the parchment-lined baking sheet.
5. Sprinkle them with salt.
6. Roast them in the oven until the tomatoes have a dark brown colour but should not be burnt, 3 to 3 1/2 hours.
7. Sprinkle with the chopped thyme and set aside to cool.
8. Heat a grill on medium heat.
9. Lightly grill the pancetta until golden and only slightly crisp, about 1 minute per side.
10. Assemble each sandwich by spreading some aioli on a slice of bread, then stacking on top a piece of chicken, 2 slices pancetta, another slice of bread, 2 tomato halves, another piece of chicken, some arugula and a final slice of bread.
11. Cut the sandwich into diagonal quarters.