A sideband cooling strategy that incorporates (i) the dynamics induced by structured (non-Markovian) environments in the target and auxiliary systems and (ii) the optimally time-modulated interaction between them is developed. For the context of cavity optomechanics, when non-Markovian dynamics are considered in the target system, ground state cooling is reached at much faster rates and at a much lower phonon occupation number than previously reported. In contrast to similar current strategies, ground state cooling is reached here for coupling-strength rates that are experimentally accessible for the state-of-the-art implementations. After the ultrafast optimal-ground-state-cooling protocol is accomplished, an additional optimal control strategy is considered to maintain the phonon number as close as possible to the one obtained in the cooling procedure. Contrary to the conventional expectation, when non-Markovian dynamics are considered in the auxiliary system, the efficiency of the cooling protocol is undermined.