Leave the steaks on the counter, to take chill off, while the grill or grill pan heats up to medium-high. Coat the steaks with extra-virgin olive oil and grill seasoning.
Heat 2 tablespoons, 2 turns of the pan, extra-virgin olive oil in a skillet over medium-high heat. Add the cubanelle peppers, the garlic and onions and cook until very tender, 10 to 12 minutes. Add a splash of hot pepper juice and the hot pepper rings and remove from the heat.
Heat oven to 250 degrees F.
While the peppers cook, put the steaks on the hot grill and cook 10 minutes for rare, 2 minutes longer for each level of desired doneness, turning once about midway during the cook time. Meanwhile heat up a sauce pot over medium heat and add the butter. When the butter has melted, whisk in the flour and stir for 1 minute. Whisk in the milk and season with salt, pepper and nutmeg, to taste. Thicken the sauce for a couple of minutes, then reduce the heat to low.
When the steaks are cooked to desired doneness, remove them to a cutting board and let rest for 5 minutes. Thinly slice on an angle against the grain of the meat. While the meat rests, warm the bread in the oven. Stir the cheese into sauce.
To serve, split the bread lengthwise and spread the steak slices evenly across the bottoms of the bread. Top the steak with the sauce and the peppers and onions. Cover with the bread tops and cut the ciabatta into 4 equal portions