Start your Grill on 'smoke' with the lid open until a fire is established in the burn pot (3-7 minutes). Preheat to 250F.
Season both sides of your steaks with salt and pepper to your liking. We're going to reverse sear these steaks, so place on the grates of your preheated Grill. You'll want to cook the steaks until the internal temperature reaches 130F (for medium-rare). Follow these internal temperatures if you'd like to cook your steak more/less done:
Medium Rare: 130F
Well Done: 160F
If you're cooking your steaks medium rare, it will take around 45 minutes.
While the steaks are cooking, slice up the onion, mushrooms, and peppers thinly and saute until soft.
When the steaks have reached your desired internal temperature, remove steaks from the grill and let them rest for 15 minutes. In the meantime, open up your flame broiler and crank up the grill to HIGH. Sear each side of the steak for about 1 minutes each. Slice steak thinly, combine with the sauteed vegetables and fill a hot dog bun generously with the mixture. Top with shredded mozzarella cheese, or if you're feeling like a classic cheesesteak, pour over Cheese Wiz for that authentic taste.