For the onions: In a saute pan over medium-high heat, add the oil and allow to warm. Once the pan is heated, add the onions and season with the salt and pepper. Cook until slightly translucent, stirring throughout, 3 to 4 minutes. Hold warm.
For the rolls: Butter the rolls. In a saute pan or on a grill, place the rolls and cook until browned, interior side, 2 to 3 minutes.
For the beef: Sprinkle the steak on both sides with salt and pepper. Add the oil to a saute pan over medium-high heat, and once heated, cook the beef for 2 minutes on each side.
During the cooking of the beef, season the tomatoes with salt and pepper and toss the lettuce with the blue cheese dressing. Once the steaks have cooked, place a quarter of the dressed lettuce on a bottom bun. Next, place 3 tomatoes, 3 slices beef, a quarter of the onions and finish with the top bun. Repeat with the remaining ingredients and serve.