Blue Cheese Steak Sandwiches

Ingredients:
1/4 cup Worcestershire sauce
1/4 cup extra-virgin olive oil, plus for rolls
1 tablespoon hot sauce
6 cloves garlic
1 flank steak (about 3 pounds)
Black pepper
Salt
6 hero sandwich rolls
Onions:
2 tablespoons extra-virgin olive oil
3 medium red onions, sliced 1/3-inch thick
3 cloves garlic, smashed
1 1/2 teaspoons salt
1 teaspoon chopped fresh thyme leaves
1/2 teaspoon hot sauce
1/2 cup low sodium-canned chicken broth
4 ounces blue cheese, crumbled (about 1/2 cup)
1 cup mayonnaise or sour cream, or combination
1 lemon, zest finely grated
Black pepper