Preheat the oven to 350°F. Line a baking sheet with parchment paper.
Arrange the four cheese slices on the parchment paper so that they form a large square but are not overlapping.
Bake the cheese until it is bubbling and slightly toasted around the edges, about 8 minutes.
Remove the cheese from the oven, let it cool for 2 minutes, then add your sandwich fillings of choice to the bottom third of the square. Beginning at the bottom, tightly roll the cheese up and over the fillings. Using a serrated knife, slice the wrap in half and serve immediately.