1. For the panini bread: dissolve the yeast in slightly warmed milk. Put the flour and salt in the bowl of a stand mixer fitted with a dough hook, then make a well and add the dissolved yeast, 15 cl of water, and the oil. Knead gradually to obtain a dough ball.
2. Beat the dough ball in the bottom of the bowl for 3 to 4 minutes to work the gluten and elasticity of the dough.
3. Place your dough ball under a clean cloth and let it rise for 2 hours in a room at 25 degrees Celsius or in a convection oven at 40 degrees Celsius with the door slightly open.
4. Remove the air bubbles from the dough by working it for a few seconds by hand. Divide it into 4 and shape into small elongated baguettes. Brush them with cold water.
5. Let them rise again for 20 minutes.
6. Preheat the oven to 180 degrees Celsius. Brush the bread again with a little water and bake for 10 minutes. They should be cooked but pale.
7. Prepare the filling: slice the mozzarella. Cut the bread in half horizontally. Fill them with grilled vegetables and mozzarella. Season with salt and pepper.
8. Drizzle with olive oil and add the arugula leaves.
9. Place in a panini toaster to grill the bread and melt the cheese.