Pierce the steaks with a fork to make numerous holes.
In a medium bowl, mix BBQ sauce, scallions, garlic, rosemary, and jalapeno pepper. Remove 1/2 cup of mixture and reserve for rolls. Add 1/4 cup oil and the steaks to the bowl and let marinate for 30 minutes, or up to 2 hours.
Preheat grill to medium and oil grates.
Place steaks on the oiled grill and grill 3 to 4 minutes on each side. Remove steaks to a plate and set aside.
Rub grill with 2 tablespoons oil. Grill onions until desired char marks are made. Brush the cut sides of the rolls with melted butter and toast (or grill); set aside. Top each steak with 2 slices of cheese and some grilled onions. Place the steaks back on the grill, and cover until cheese is melted. Spread toasted buns with the 1/2 cup of reserved sauce, if desired, and place the steaks on the bottom half of the rolls. Cover with the top halves and serve with coleslaw and pickles.