In 12-inch skillet, heat 1 tablespoon vegetable oil over medium-high heat until hot. Add steak, onion and bell pepper. Cook 6 to 8 minutes, stirring frequently, until beef is no longer pink; drain well. Add cooking sauce and steak seasoning; heat to boiling. Reduce heat; simmer uncovered 10 to 15 minutes, stirring occasionally, until sauce is thickened and coats beef.
Set oven control to broil. Place tops of rolls, cut sides up, on cookie sheet. Place slice of cheese on each. Broil with cheese 4 to 6 inches from heat 1 to 2 minutes or until cheese melts. Spoon steak mixture on bottom half of each roll; place top of roll on each.