Heat oil in skillet over medium-high heat. Season both sides of tuna steaks with generous amounts of sea salt and freshly ground black pepper. Cook tuna steaks until lightly browned on each side and cooked through, about 4-5 minutes per side. Let cool.
In a medium mixing bowl, combine onion, garlic, pickle celery, oregano, lemon zest and pickle juice. Chop tuna and add to bowl. Add the greek yogurt -- enough to moisten, but not drown the mixture (depending on your tastes). Season with salt and pepper.
Line a baking sheet with aluminum foil and lay the slices of bread flat. Lightly toast the bread on one side so it is golden and then remove from broiler. Remove two of the bread slices from the baking sheet and set aside (these will be the tops of your melts). Flip the the other two slices over to expose the un-toasted side. Top the bread on the baking sheet with a generous serving of the tuna salad. Layer one slice of cheese over the tuna salad. Place under broiler and heat until cheese is melted and the tuna salad is heated through, about 2-4 minutes. If you'd prefer, you can toast the bread in a toaster and then bake the melts at 375 degrees for approximately 3-5 minutes.