Soak the cannelini beans overnight in cold water. Drain well.
The next day, heat a little oil in a heavy-bottomed pot and gently sauté the onion and capsicum until tender.
Add the ground cumin and briefly toss to toast the spices.
Then add the drained cannelini beans, white wine, BBQ sauce, tomato puree, mustard, brown sugar, molasses, seasonings and the ham hock. Stir and gently simmer for about 1 hour until the beans are tender, turning the ham hock now and again and adding a little water if needed.
When ready, remove the ham hock and shred when cool enough to handle, discarding any skin sinew and fat. Then return the meat to the baked beans. Stir, taste for seasoning and allow to cool a little.
Mound the beans and then the cheese onto 4 slices of bread. Top with the remaining bread, press down and butter the outside sides right to the edges. Then cook in a jaffle iron, cut in half and enjoy!