Club sandwiches contain cold deli meats (turkey, ham) which carry Listeria risk. Ask for the meat to be heated, or choose a hot pressed/toasted version.
A "Use Caution" rating means this food is generally fine during pregnancy but comes with a specific factor worth managing — a daily limit, a preparation requirement, or a moderation guideline — rather than a reason to avoid it outright. These ratings reflect general guidance from the FDA, ACOG, CDC, and USDA. The goal of the "caution" label is to flag what to pay attention to, not to suggest the food is unsafe when that factor is properly managed.