(Ideally, you will prep the tempeh and the cole slaw in the morning and cook later in the day - otherwise, prepping and cooking all at once is perfectly fine.)
Add all the BBQ sauce ingredients to a high speed blender. Blend from low to high until smooth and slightly warmed.
Pour the sauce into a medium bowl and add tempeh strips. Toss gently to coat. Cover bowl and place in the fridge for at least 5-10 minutes, optimally, letting them soak a few hours (or even overnight) produces a more intense, marinated tempeh flavor.
Cole Slaw can be made at the same time the tempeh is prepped (for a softer texture) or prepped a few minutes before serving (for a crunchier texture). Add all the cole slaw ingredients to a large mixing bowl and toss well until everything is coated. Cover, place in fridge until needed. (You can make cole slaw up to a day in advance, but texture significantly softens after hours of marinating.)
Tempeh: Preheat oven to 400 degrees. Lay a piece of parchment paper on a rimmed baking sheet. Bake at 400 degrees for 15-20 minutes, or until the edges of the tempeh get bubble and darker in color. Pull from oven, allow to cool a few minutes before using.
Bread: Brush bread with a bit of olive oil and either pan fry in a skillet for 2-4 minutes, or place in the 400 degree oven for about 2-3 minutes. You just want the bread to firm up a bit so it can hold all that heavy, saucy tempeh.
Assembly: Slather optional vegan mayo and/or mustard onto the insides of the toasted bread. Then top with tempeh and cole slaw - in generous amounts. Close sandwich, slice and serve warm. Enjoy!