Combine onion, juices, cumin, and garlic in a shallow dish. Add steak, and let stand, turning once, for 20 minutes.
Preheat a grill pan to medium-high and oven to 400 degrees. Pat steak dry, and season with salt and pepper. Grill to desired doneness, 5 to 6 minutes per side for medium-rare. Let rest.
Grill onion for 2 to 3 minutes. Discard marinade.
Butter bread. Grill, buttered side down, for 2 minutes. Place cheese on bottom halves, and bake in oven until melted.
Slice steak thinly, against the grain. Top cheese with pickle, steak, onion, and bread. Halve each sandwich, and serve.
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