I have been to the Marienplatz Christmas market and did not notice any pork sandwiches. I did see and bought the sausage and bread but I also have had the pork sandwiches you are talking about in other places but not Munich.
I may just have not noticed them but if they are there I would like to know also because I will be there in 3 weeks.

What you probably want is the food market just off the Marienplatz rather than the Christmas market.

You should get lucky at the Medieval Christmas Fair on Munich's Wittelsbach Square (Wittelsbacherplatz). At least they have grilled piglet on a skewer which may be closest as you can get
http://www.mittelaltermarkt-muenchen.de/mittelaltermarkt_html_ludwig/seiten/start_en.html

Otherwise, you have many Christmas markets in town, and pork on bread would be a rather common food to find (not promising you will see it everywhere)

Have fun.. First snow just hit the ground here..

Do they still put grilled pork on a bun with mustard in Germany?

Now why would you stop doing that after all these thousands of years?

I ate something like you've described exactly in Bavaria! I guess it's kinda of national dish