Eglantine: but in the US and Canada, they refer to "a panini" as a kind of sandwich, not "a panino". And (double!) pluralize it as "paninis". Common usages aren't always correct in relation to their original language (i.e. "mocha latte" is actually gibberish, since the two drinks have differing proportions of foamed and steamed milk... and don't get me started on "chai latte"!)
Panini means "breads." There are two slices of bread. What's the problem?
If you wanted to order one in Italian, you'd call it a tosto. But we speak English, so we use the English word, which we've borrowed, however wrongly, from Italian.