Preheat oven to 400 degrees. Preheat a grill or grill pan on medium heat.
Season both sides of the steak well with steak seasoning, salt and pepper and set aside.
In a bowl mix together the sour cream, dill, and horseradish. Season with salt and pepper.
Heat oil in a nonstick pan over medium low heat. Saute the green pepper and onion until soft, season with salt and pepper. Remove the onion and pepper and set aside.
On a grill or grill pan cook the steak and cook on both sides until the desired temperature is reached using a thermometer. (see below) For medium to well done place the steak in the oven to cook more evenly so the outside does not burn or char. Once the steak is cooked to your liking set aside on a cutting board to rest for 3 - 5 minutes.
Lightly toast the rolls and remove the bottom half of the roll, then melt the cheese on the top half of the roll. Slice the steak against the grain into thin slices.
Place the onion and peppers down on the bread, top with sliced steak, sour cream horseradish.
Cut in half and serve with chips and pickles.