Peel the shallots carefully. If they are large, you can slice them in half or quarters. For a more traditional look, you can leave them whole. Optionally, blanch the shallots by boiling them for 1-2 minutes to mellow their sharpness.
In a saucepan, combine the white wine vinegar, water, caster sugar, sea salt, bay leaves, peppercorns, mustard seeds, and coriander seeds. Bring the mixture to a gentle boil, stirring to dissolve the sugar and salt. Once it reaches a boil, remove it from the heat and allow it to cool slightly for a few minutes.
Place the peeled shallots into a clean, sterilised jar. If they are large, you can slice them to fit neatly. Pour the slightly cooled pickling liquid over the shallots, ensuring they are fully submerged. If needed, use a spoon to gently press them down. Seal the jar tightly with a lid.
Let the jar cool completely before storing it in a cool, dark place. Leave the shallots to pickle for at least 24 hours, but they will taste even better after 3-4 days.
Lay out 4 slices of thick-cut bread. You can butter the bread lightly if you prefer. Spread 1-2 tablespoons of Branston pickle (or your favourite chutney) on the bottom slice of each sandwich.
Layer the cheddar cheese slices on top of the chutney. Add the sliced tomatoes and cucumber for a fresh crunch.
Open your jar of homemade pickled shallots and Layer them generously on top of the cheese and vegetables. The pickled shallots will bring a tangy sharpness that balances the richness of the cheese and chutney perfectly.
Season with a pinch of salt and freshly ground black pepper to taste. If desired, add a handful of mixed salad leaves for extra crunch and freshness, and a couple of extra pickled shallots on the side.
Place the second slice of bread on top of the filled sandwich, pressing it down slightly to hold everything together. Cut each sandwich diagonally and serve immediately.