Without separating them, slice the rolls in half and place the bottom half in a 9x13-inch baking dish.
In a small bowl, whisk together mayonnaise and a desired amount of hot sauce (to taste) and stir until smooth.
Spread the mixture evenly over the bottom half of the rolls in the dish. Lay the roast beef on top of the spread. Lay the cheese slices over the roast beef, overlapping them as you go. Place the other half of the rolls on top and set the pan aside.
In a small saucepan, combine the butter, lemon pepper, mustard and Worcestershire. Heat the mixture over medium heat until it's melted and bubbly, then spread it evenly over the tops of the rolls in the pan.
Cover the dish with foil and bake the sandwiches for 12 minutes. Then remove the foil, and bake until the tops are deep golden brown, 2 to 3 minutes more. Run a knife between the sandwiches to cut through the slices of beef before serving.