Place 1/4 of turkey on bottom half of roll. Top with 1/4 each of the stuffing, cranberry sauce, and gravy. Repeat with remaining 3 rolls.
Light one chimney full of charcoal. When all the charcoal is lit and covered with gray ash, pour out and spread the coals evenly over entire surface of coal grate. Set cooking grate in place, cover grill and allow to preheat for 5 minutes. Clean and oil the grilling grate. Place bricks on grill, cover grill and let fire cool down to medium-low, between 300-325°F. Place sandwiches on grill. Wearing well insulated grilling gloves, carefully place one brick on top of each sandwich, gently pushing down to press. Cover grill and cook until sandwich has flattened and bread has crisped, 5-10 minutes. Remove sandwiches from grill, halve, and serve immediately.