Preheat the broiler. Generously season the steak with salt and pepper. Heat the olive oil in a large skillet over high heat. Add the steak and cook until browned, about 4 minutes per side for medium rare. Transfer to a cutting board and let rest.
Pour off any excess fat from the skillet and reduce the heat to medium. Melt the butter in the skillet, then add the onions, thyme, 1/2 teaspoon salt and a few grinds of pepper. Cook, stirring occasionally, until the onions start caramelizing, about 10 minutes. Stir in the chicken broth and cook until slightly reduced, about 5 minutes.
Meanwhile, trim off any excess fat from the steak; thinly slice against the grain. Put the rolls cut-sides up on a baking sheet and broil until toasted, about 2 minutes.
Remove the roll tops to a plate. Divide the onion mixture among the roll bottoms, top with the steak and sprinkle with the gruyere. Return to the broiler until the cheese is melted but not browned, 3 to 5 minutes. Top with the toasted roll tops and serve with the pickled vegetables.