Preheat a grill to high. Add the vinegar to a small saucepan, cover and bring to a boil over the grate, about 5 minutes. Stir in the onion and sugar until the sugar is dissolved; cover and return to a boil, about 2 minutes. In a large, heatproof bowl, pour the vinegar mixture over the cucumber; toss.
Lower the grill heat to medium. In a medium bowl, combine the cheeses. Brush 2 tablespoons olive oil over the cut sides of the baguette. Arrange on the grate cut side down and grill until lightly toasted, about 1 minute; transfer to a work surface. Sprinkle each piece evenly with the cheese mixture, top with the tomato slices and drizzle with the remaining 1/4 cup olive oil. Transfer the baguettes cut side up to the grate, cover and grill for 3 minutes. Sprinkle with the parsley and serve with the pickled onions and cucumbers.