Preheat the oven to 200oC, gas mark 6.

Rub the steak with a little oil. Heat a frying pan and fry the steak for 1 minute each side for rare, set aside to rest. Add the 1 tbsp oil to the pan and fry the onion and Walnuts for 4-5 minutes, covered.

Thinly slice the steak and cut 3 cheese slices into 4. Place the roll bases on a small baking tray, divide the onion mixture between them, then add the steak and drizzle with mustard according to taste. Top each with 2 squares of cheese and add a gherkin slice then the roll lids.

Finely chop the remaining cheese slices and mix with the remaining chopped Walnuts and butter. Press the rolls together on the tray and press the cheese mixture onto the tops of the rolls. Bake for 5-8 minutes until melted and golden.