In a large, shallow skillet over moderate heat, melt butter. Add shallots to butter and saute 2 minutes. Add flour to butter and shallot and cook a minute longer. Whisk in sherry and cook liquid out. Whisk in consomme in a slow stream. Bring sauce to a bubble and allow to simmer over low heat until ready to serve sandwiches.
Pile meat loosely across your cutting board or a large work surface. Season meat with grill seasoning or salt and black pepper. Set out 4 ramekins or small soup cups for dipping sauce, 4 dinner plates and 4 split torpedo rolls. To assemble, using a pair of kitchen tongs, dip meat into loose au jus sauce and pile into rolls. Set ramekins or cups with extra dipping sauce along side the sandwiches.