Combine the mayonnaise, cornichons, red onion, capers and Dijon in a bowl. Season with salt and pepper to taste. Set aside.
Grilled Tuna and Bread
Rub the tuna filets with olive oil. Season both sides with salt and pepper.
Cut the baguette to the length of the tuna filets. Slice in half. Brush the cut sides with olive oil.
Heat the grill to medium-high heat. Grill the tuna for 3-4 minutes. Flip. Top with 2 slices of cheese. Grill 2-3 more minutes.
Place the oiled side of the baguette on the grill and grill for 30-60 seconds, until toasted.
Assembly
Spoon a generous amount of aioli on both sides of the baguette.
Add the grilled tuna filet to the bottom half.
Top with a combination of arugula and celery leaves.
Add the top half of the baguette.
Video
Notes
If you have time, make the Cornichon Caper Aioli in advance. The flavors develop nicely after 30-60 minutes. You can save it in the fridge for 1-2 weeks. It goes great with any seafood.