Heat oil in a skillet. Add onions, cook 5 minutes. Stir in 1/4 cup water, cook 2 minutes. Stir in mustard.
Transfer to bowl.
In skillet, cook steaks until no longer pink. Return all steaks to skillet. Top with cheese, cook 2 minutes.
Top 4 slices bread with onions, pickles, and steaks. Top with remaining bread.