Mix the Worcestershire, olive oil, hot sauce, and 5 cloves of chopped garlic in a large glass baking dish. Add the steak and swish around, turning until evenly coated. Marinate at room temperature for 15 to 30 minutes, or cover and refrigerate for up to 4 hours, flipping the steak once or twice.
Meanwhile, heat a large skillet over medium-high heat, add the olive oil and when shimmering add the onions. Cook, stirring occasionally; until the onions are brown, about 8 minutes, then stir in the garlic, salt, thyme, and hot sauce, cook until onions are tender, about 4 minutes more. Add the broth and scrape up any browned bits from the bottom of the pan. Cook until all the chicken broth is gone, and then season with pepper. Set aside.
Preheat an outdoor grill or grill pan with a medium to medium-high heat.
Remove the steak from the marinade and season 1 side with salt and pepper. Place seasoned side of the meat down on the grill. Cook the steak undisturbed for 5 minutes. Then rotate the meat about 90 degrees (don¿t turn it over) on the grill to make clear cross marks and grill another 2 minutes. Season the other side of the steak with salt and pepper and flip. Continue to grill until an instant-read thermometer registers 140 degrees F for medium, about 8 to 10 minutes. Transfer to a cutting board to rest for 15 minutes.
Meanwhile, mash the blue cheese in a bowl with the mayonnaise or sour cream, lemon zest, and pepper, to taste. Set aside.
Cut the rolls in half horizontally and brush the insides with olive oil. Grill until warm on each side, about 1 minute. Rub the toasted bread with the remaining clove of garlic.
Thinly slice the meat across the grain and assemble the sandwiches. Spread a few tablespoons of the blue cheese sauce on each sandwich, top with some of the steak, onions, roasted tomatoes and watercress. Serve warm or at room temperature.
Preheat the oven to 425 degrees F.
Toss the tomatoes in a large bowl with the olive oil, thyme, garlic, salt and pepper. Transfer to a baking sheet cut side up and roast until soft and juicy, about 20 minutes. Serve.
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