Steak: Place a cast-iron skillet on stovetop. Sprinkle both sides of steak with kosher salt and freshly ground black pepper. When ready to cook steak, heat oil in skillet over high-heat. Add steak and brown on both sides. Reduce heat to medium and cook steaks for 3 minutes on each side. Remove steak to cutting board, add the tablespoon butter to top of steak, then allow to rest for 5 minutes before slicing across the grain into ¼ inch slices.
Spread: Place Cabrales, cream cheese, and sherry in a small bowl. Mix to combine well and set aside.
Onions: Heat olive oil in skillet over medium heat and add onions, tossing to coat. Turn heat to medium low and add onions. Cover and cook onions for about ten minutes. Remove cover, add smoked paprika and stir and cook a few minutes more. Remove from heat and set aside.
Sandwiches: Mix butter and mayonnaise together in a small bowl, and spread one-fourth on the outside of each of the four slices of bread. Mix shredded cheeses and place one-fourth of the mix on the inside of each of the four slices of bread. Brown the four slices, inside-up, on a pre-heated griddle or skillet over medium-low heat, until each slice is golden brown and the cheese has melted.
Assemble sandwiches as follows: on each of two of the bread slices, arrange half the sliced ribeye steak. Over the steak add a portion of the cheese spread, a portion of the onions, a portion of the mushrooms, and finally, half the greens. Top with the remaining two slices of bread. Slice each sandwich in half and serve to two hungry or four smaller appetites.