Spread mayonnaise on one side of each of the slices of bread.
Mix the cheeses together and then sprinkle half over one slice of bread, mayonnaise side facing outwards. Top with the gherkins and then the remaining cheese. Top with the other slice of bread, mayonnaise side facing out again.
Heat a frying pan over medium heat and add half of the butter. Place the sandwich into the pan. Cook for 3 minutes on one side then flip over, slide in the remaining butter and cook for 3 minutes on the other side, until the outside is golden and the cheese has melted.