"Comfort food" is an English phrase that refers to foods that make you feel warm and good on the inside - something like mashed potatoes on a cold winter day. Comfort foods are often home-cooked and make one feel nostalgic. Here is an article that explains the concept more:
http://en.wikipedia.org/wiki/Comfort_food
I believe a "comfort sandwich" is referring to traditional sandwiches that fill you up like other typical comfort foods and give you that special feeling of nostalgia. I don't have a specific suggestion for the Arabic translation but just wanted to clarify the meaning of "comfort" in this context.