Grilled merguez on a toasted baguette with sweet caramelized onion, sharp Manchego cheese, fresh cilantro, and spicy harissa mayo makes for one insanely awesome sandwich.
Mix mayonnaise and harissa together in a small bowl. Set aside.
Light one chimney full of charcoal. When all the charcoal is lit and covered with gray ash, pour out and arrange coals on one side of the charcoal grate. Set cooking grate in place, cover grill and allow to preheat for 5 minutes. Clean and oil the grilling grate. Grill merguez over hot side of grill until browned all over and cooked through, 4 to 6 minutes total. Transfer to plate.
Slice baguette into four 6-inch portions and halve each portion lengthwise. Brush cut side of each baguette with oil. Grill baguette over hot side of grill, cut side down, until lightly browned, about 1 minute. Remove to plate.
Top bottom half of baguette with 2 merguez links, about 2 tablespoons of caramelized onions, manchego cheese, and a few sprigs of cilantro. Spread harissa mayo on top half of baguettes and place on top of each sandwich.
Place sandwiches on cool side of grill, cover, and cook until cheese has melted, about 5 minutes. Transfer to a plate or tray and serve immediately.