1. Make the pimento cheese (you can do this up to 2 days in advance, then store it in an airtight container in the refrigerator): In a large bowl, mix together the cream cheese, shredded Cheddar cheese, and mayonnaise (you may not need all the mayonnaise). Add the pimentos and their liquid, then add more Cheddar, if needed. Taste and season with as much cayenne pepper (if using), salt, and fresh cracked pepper as you’d like.

2. Preheat your broiler to high (or your oven to 350ºF).

3. Heat a large nonstick or cast-iron skillet over medium-high heat.

4. Cut a very small triangle out of the center of each piece of bologna to prevent it from curling up in the pan. Fry the bologna (no need to add any oil to the pan) on both sides until very crisp and brown. Transfer to a paper towel–lined plate and set aside.

5. Using a serrated bread knife, carefully cut your slider rolls in half on the short side, leaving all the rolls attached to each other.

6. Using a spatula, spread a thick layer of pimento cheese on the bottom sides of the rolls. Top with the fried bologna slices, then close with the top sides of the rolls. Brush the tops of the sliders generously with melted butter and sprinkle with everything bagel seasoning to taste.

7. Place the sliders on a baking sheet. Broil, watching carefully to prevent burning, until the cheese is melted and the sliders are warm.

8. Serve with various mustards (I like spicy or whole-grain mustard).