I'm a bit of a fan of cheese and onion rolls myself. Nowadays I can get them in most bars if I ask, but for years they were denied me here in Spain because, to most Spaniards, cheese and onion sounds like a bizarre combination.
Sandwiches - bocadillos - in Spain aren't exactly exciting. Often tasty but not adventurous. Cheese, ham, tortilla, lomo, squid and maybe tuna are the staples. In certain areas bars will offer things like black pudding, bacon or anchovie but there certainly isn't the variety or combination that you would expect in any sandwich shop or petrol station in the UK.
Over the weekend I was in Valencia with my chums Pepa and Jaime. We went into the centre of town to a cafe bar, packed to the rafters with customers. The food on offer was mainly sandwiches. There was a choice of types of bread and the fillings were varied and mixed. I had one with pork, lettuce, beetroot and corn. My Spanish hosts thought I'd be pretty impressed by this daring new food concept.