BBQ Grill Cubed Sirloin Steak with Jalapeno BBQ Sauce

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1 pound (4 pieces) "cubed" sirloin steak

2 cups your favorite hickory smoked BBQ sauce

1/4 cup scallions, chopped

2 tablespoons chopped fresh garlic

1 tablespoon chopped fresh rosemary leaves

1 whole jalapeno pepper, sliced thin

1/4 cup canola oil, plus 2 tablespoons, plus more oil for grill

1 large Vidalia onion, sliced 1/4-inch thick

4 kaiser rolls, split in half

2 tablespoons butter, melted

8 slices Cheddar

Coleslaw and dill pickles, as an accompaniment