In large skillet over medium-high heat with 1 turn of the pan of EVOO, brown the ground sirloin, about 5-6 minutes. Add the onion and cook another 3-4 minutes, until the onions start to get tender. Stir in the steak sauce and beef stock, season with salt and pepper, bring up to a bubble and cook about 2 minutes.
Split open rolls and toast under broiler, keep your eye on them so they don't burn!
While the meat is cooking, melt the butter in a medium-size skillet over medium-high heat. Stir in the flour and cook about 1 minute. Whisk in milk, bring up to a bubble and let thicken, about 2 minutes. Turn off heat and stir the cheese in a figure-eight motion until it is all incorporated.