Marinate the steak: Combine olive oil, salt, pepper, and desired herbs in a bowl. Coat the flank steak and let it marinate in the fridge for at least one hour.

Prepare vegetables: Slice onions and bell peppers. Sauté them in a skillet with olive oil over medium heat until soft and caramelized (about 10 minutes).

Cook the steak: Preheat grill or skillet over high heat. Grill the marinated steak for about 5 minutes on each side for medium-rare doneness. Let it rest before slicing.

Assemble the sandwich: Thinly slice the rested steak against the grain. Layer sliced steak, sautéed onions, and bell peppers in each roll.

Add cheese: Place cheese slices on top of the filling and broil for about two minutes until melted.

Sauce it up: Spread horseradish sauce inside each roll before closing.