1. To make the dressing: Whisk together all ingredients in a medium bowl or 2-cup measuring cup.
2. Preheat the oven to 450˚F. Toss the vegetables with the olive oil on a large baking sheet. Roast the vegetables 15 to 20 minutes, or until tender and beginning to brown, stirring occasionally. Let cool.
3. To make the sandwiches: Open each pretzel hot dog bun and brush the insides with dressing. Fold each slice of provolone cheese in half and place two slices on each bun. Top with 3 slices of roasted red pepper, ½ cup roasted vegetables, several slices of onion, ¼ cup iceberg lettuce, 2-3 tomato slices, and 2-3 hot banana pepper slices, if desired. Close the sandwiches and serve immediately.