I think ciabatta bread makes the best panini, it’s not doughy at all, its light with lots of holes in the dough but sturdy enough to hold what ever you put in it, and best of all it has great crunch!
You could roast your veggies ahead of time and put this together for a great weekend lunch in no time at all. I had some grilled eggplant sitting in my frig from the other day, and other veggies I wanted to use up, so I roasted red and green bell peppers, red onion, cherry tomatoes, and artichoke hearts to go along with it. All were roasted with olive oil, salt and pepper in a 400 degree oven.