Preheat oven to 375 degrees F. Spray a 9x13-inch baking dish with nonstick cooking spray; set aside.

Slice rolls horizontally (keeping them connected) and place the bottom half in the prepared pan. Spread 1 Tablespoon of mayonnaise on the cut side of each half of the rolls; set aside.

Heat olive oil in a large skillet over medium-high heat. Season flank steak with salt and pepper, then cook for 3-4 minutes, stirring occasionally, until mostly cooked through. Add Worcestershire sauce and stir to combine, then remove meat from skillet and set aside on a plate.

Add bell pepper and onion to the same skillet and cook for 2-3 minutes, or until vegetables are tender then remove from heat.

Place cooked steak and vegetables on top of the rolls in the pan, top with cheese and top half of the rolls. Brush melted butter over the top of the sliders and cover the pan with foil.

Bake, covered, for 15 minutes then remove foil and cook an additional 5 minutes, or until cheese is melted.