Slice the seeded hero in half and add the sliced cheddar cheese to one side. Warm both sides in a toaster oven or microwave until the cheese melts into the bread.
Pile on the thinly-sliced steak, arugula, desired amount of cornichons, and a smattering of salt and black pepper. Slather mustard and mayonnaise on the non-cheese slice, depending on how much you'd like. Drop it on top of the rest of the sandwich and go to town.