Place butter in a large skillet over medium heat and allow to melt. Add chopped shallot (onion) to saute for 2 minutes.
Add flour to the butter mixture, stir to incomporate. Allow cooking for one more minute, stirring continuously.
Whisk in the sherry. (SEE NOTE 1)
Pour the two cans of consommé into the skillet, in a slow stream, all the while whisking to keep skillet contents moving. (SEE NOTE 2)
Lower stove temp to simmer.
On a cutting board, spread out the cooked beef. Even though already seasoned when it was first prepared, lightly re-season now with the grill seasoning or coarse salt and pepper.
Set out 4 plates and 4 ramekins or small cups for dipping sauce.
Using tongs, dip the beef into the au jus sauce allowing it to get warm, then pile it into the four rolls and place on the plates.
Optionally, add cheese. (SEE NOTE 5)
Pour remaining au jus into the ramekins or cups and serve along side the sandwiches.
Recipe inspired by Rachael Ray. Nutrition calculation is an estimate for one sandwich. Your outcome may vary depending on your exact ingredients.