Sprinkle the cornmeal over two greased baking sheets; set aside.
In a medium skillet, heat the olive oil over medium heat. Add the onion and cook until softened and browned, about 12 minutes. Place the onion and chopped pernil in a food processor and pulse to combine; set aside.
Roll out each piece of dough into an 8-inch round. On each round, place 1 slice ham, a dollop of mustard, 1 teaspoon pickle relish, 2 heaping tablespoons pork-onion mixture, 1 slice swiss cheese and 1 more slice ham. Moisten the edges of dough with water, fold the dough in half and press the edges together to seal. Place the buns on the prepared baking sheets, cover and let rise in a warm place for 30 minutes. Meanwhile, preheat the oven to 375 degrees ;.
In a small bowl, beat the milk and egg yolk; brush the mixture on the cubanos. Bake, turning the sheets halfway through, until golden brown, about 30 minutes. Serve warm.