Brush 1 side of bread slices with oil and arrange, oil sides down, on a work surface. Spread jam on 2 slices of bread and divide cheese between remaining 2 slices. Mound escarole on top of cheese and season with salt and pepper, then assemble sandwiches. Heat a dry 12-inch heavy skillet (not nonstick) over medium-low heat until hot. Cook sandwiches, turning once and pressing with a spatula to compact, until bread is golden-brown and cheese is melted, 6 to 8 minutes total.