Preheat the grill to high heat, between 400-500 degrees F. Rub the steaks with the French onion soup mix. Then rub them with olive oil and set aside. Slice the onions, rolls, and cheese.
Place a large iron skillet on the grill. Add the butter and sliced onions. Stir and sauté the onions for 2-3 minutes. Then add the sherry, beef broth concentrate, and thyme leaves. Stir and bring to a simmer. Cook the onions until the liquid reduces to a thick glaze, stirring occasionally.
Place the steaks on the grill and cook for 4-5 minutes per side. Take them off the grill and let the steaks rest for at least 5 minutes.
Meanwhile, open each roll and slather a little mustard on the bottom. Add a small pile of arugula on each roll. Then slice the steaks, against the grain, into ultra-thin pieces.
Pile steak slices on the bottom of each bun. Top with hot french onions, and two small slices of swiss cheese. Add a sweet pickle on each sandwich and cover with the roll top. If the steak and onions aren't hot enough to melt the cheese, place the sliders on a baking sheet and set the baking sheet on the warm grill for 2-3 minutes to melt the cheese. Serve warm!