Press drained pickle slices between paper towels to remove surface brine. Spread Dijon thinly over the inner faces of 2 bread slices.
Add half the Havarti, arrange pickles in one flat layer and sprinkle with chopped dill. Add remaining Havarti and close with the other bread slices.
Spread mayonnaise thinly over the outside faces. Heat a large skillet over medium-low heat.
Cook sandwiches for 4 to 5 minutes per side until the pumpernickel is crisp and cheese is melted, covering for 2 minutes after turning if needed.
Rest for 1 minute, cut in half and serve while the pickles still have some bite.