Each store owner can use discretion when grilling bread, as Jersey Mike's locations are "individually owned and operated." So, ask, and you may receive a warm sub.
On Reddit, commenters claiming to be the chain's employees said it's sometimes possible to grill the meat, cheese, and bread, but "corporate discourages people from doing it."
Along with staff members of Jersey Mike's, customers participating in the thread also chimed in to claim that they've been able to get their cold subs heated on the grill.