The 'cay' (spicy) comes not from the bread but from chí chương, a chili, garlic and tomato sauce whose name is traced to Hai Phong's old Chinese community.
Not a stuffed sandwich but a thin stick of bread, split, spread with nothing but pork-liver pâté, toasted crisp and finished with chí chương; sold cheaply by the bagful as a grab-and-go snack.