Place the flank steak in a casserole dish or baking pan. Drizzle with the Worcestershire sauce, 1 tablespoon olive oil, 1/2 teaspoon salt and a few grinds of black pepper. Rub this mixture all over both sides of the flank steak and let sit at room temperature for 30 minutes.
Pre-heat a grill pan for about 15 minutes. Meanwhile, mix together the mayonnaise, horseradish and whole-grain mustard in a small bowl. Set aside.
When the grill is hot, cook the flank steak until an instant-read thermometer inserted in the middle of the steak reads 125 degrees F for medium rare, about 6 minutes per side. (Leave the grill pan over the heat.) Let the steak rest 15 minutes before slicing very thinly across the grain.
Drizzle the onion slices with the remaining tablespoon olive oil and sprinkle with salt and pepper. Grill the onion on both sides to char and soften, about 2 minutes per side. (Turn down the heat if they char too quickly.) Transfer to a bowl. Check seasoning and add more salt and pepper, if necessary. Cover with plastic wrap to continue softening.
Slice the bread loaf in half horizontally and lay the two halves cut-side up. Pull out some of the bread from both halves (reserve for another use), leaving a 1/4-inch border. Spread the horseradish mayonnaise on both halves. Layer half of the arugula, then the onion and the steak on the bottom half of the loaf and season with salt and pepper. Add the tomatoes, remaining arugula, more salt and pepper and top half of the loaf. Wrap tightly in parchment, wax paper or plastic wrap and tie with twine if necessary. Press 3 hours with a brick (see Cook's Note) or cast-iron skillet on top to flatten the sandwich, refrigerated. About 45 minutes before serving, bring the sandwich to room temperature.
A brick that weighs about 4 pounds works best. Wrap it in foil to protect kitchen surfaces, if desired.
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