For the steak rolls: Preheat an outdoor grill to medium heat.
Butterfly the flank steak. Cover the steak with plastic and pound it out to about 1/4-inch thickness making sure to keep the rectangular shape as best a possible. Slice the pounded steak into 4 equal rectangles. Lay out the steak piece so that the grain of the meat is going sideways. Evenly sprinkle some grill seasoning, using 1 tablespoon, over each rectangle. Divide the roasted red pepper slices among the meat, then sprinkle each piece with 1/4 cup cheese.
Starting from the bottom edge and rolling away from you, roll the beef into a tight log. Repeat with the remaining pieces. Put 2 rolls, back to back, with the seams facing each other and do the same with the remaining 2 rolls. Skewer the rolls with 6 skewers spaced evenly apart so that each skewer goes through both rolls. Repeat with the remaining rolls and skewers. Slice the rolls between the skewers so that each skewer has 2 round rolls, like a stick with 2 lollipops. Season each roll with the remaining grill seasoning. Brush the grill grates with the canola oil. Put the rolls, flat side down, and grill for 3 minutes per side. Transfer the rolls to a large plate and serve with Spicy Yogurt Sauce.
Spicy Yogurt Sauce: Combine all the ingredients together in a bowl and mix until blended.