In Italian a panino is a 'little bread' or roll, and as in English, the word has come to refer to a sandwich made with one (the proper name is a panino imbottito, usually involving a ciabatta or a rosetta), but never sliced bread: then it would became a tramezzino.
Panini in ciabatta may have spread around the world, where they nearly always grilled in a special press; in Italy, however, you will probably have to ask if you want it caldo (warm).
panini di Sant'Antonio: sweet buns made with a bit of rum, then glazed with sugar, and distributed after church on St Anthony's Day, but now made for any occasion
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