Drain the tuna well and place in a medium bowl. Stir in the mayonnaise, horseradish, Worcestershire, green onion, relish and capers. Season to taste with salt and pepper. Adjust any of the ingredients to taste, cover and set aside.
Preheat a cast iron skillet over medium heat.
Generously spread butter on both sides of the bread slices. Place the bread, in the skillet, and toast until about halfway toasted. Flip over and sprinkle the slices with about 1 tablespoon of Parmesan cheese. Continue cooking until the opposite side is about halfway toasted. Remove from the skillet.
Sprinkle 2 bread slices with about 2 tablespoons of cheddar cheese. Top each slice with about half of the tuna mixture followed by about 2 tablespoons of Mozzarella cheese. Top each sandwich with the remaining bread slices.
Return the sandwiches to the skillet and cook until golden brown and crispy. Flip and slightly mash the sandwich down with a spatula and cook until golden brown and crispy. Don’t be afraid to flip several times to achieve the desired color.Serve immediately.