Pickles do not belong on a sandwich of any sort. Overall, I am not a big fan of vinegar or generally of any foods or condoments like yellow mustard that are heavily flavored by vinegar.
However, A dill pickle of some sort, or pepper products like Jalapenos I can happily eat on the side of a sandwich, without making my gag reflexes go into overdrive.
And if the food is cooked, like a pizza, I'm a lot more apt to go with vinegarized Jalapenos or peppers on it. But on uncooked items, like on a sandwich, just no way.