Combine the olive oil, honey, vinegar, chili powder, black pepper, garlic, coriander, cumin and cayenne in a flat dish and mix well to form a paste. Coat the venison steaks uniformly with this seasoning mixture and allow to marinate overnight, refrigerated.
Preheat an outdoor hardwood charcoal grill for about 20 to 30 minutes or until the coals have turned white.
Cut the rolls in half, brush some olive oil on the inside of the rolls and toast the rolls briefly over the grill.
Divide the lettuce evenly between the rolls, top with equal amounts of pickles and jalapeno peppers.
Season the venison steaks with coarse salt and lay them out on the grill, trying not to overcrowd the grilling surface. Depending on the size of your grill you may need to do this in two batches. Cooking quickly over a hot fire, 3 to 4 minutes on each side for medium-rare steak sandwiches. The venison will also cook very quickly because of its naturally lean texture. Be careful of flare ups from the oil in the marinade.
Finish the hoagie by placing a venison steak on each roll and top the venison off with some coffee barbecue sauce.
Combine all ingredients in a saucepan and simmer over low heat for 20 minutes. Cool, then puree in a blender or food processor until smooth. You may leave this chunky or strain through a wire mesh for a smoother textured sauce. This can be stored in the refrigerator for up to 2 weeks in a covered container. Yield: 1 1/2 cups