The key to making this sandwich a great sandwich is to not overcook the cube steak. The beef is very thin and cooks very quickly. If you overcook it, it will be tough, so be careful!
Split bread open and place on a baking sheet. Place in oven and bake until lightly browned and crispy.
Meanwhile, melt 2 tablespoons of the butter in a large skillet.
Add the onions and cook until just soft. Remove from the skillet.
Add 2 more tablespoons of the butter to the skillet. Increase heat to high.
Slice the steak against the grain (this is important or the steak will be tough) and add to the skillet. Do not stir. Let cook for 1 minute or until browned.
Flip the meat and cook for one more minute. Reduce heat to medium-high.
Add remaining butter to skillet along with the Worcestershire sauce, hot sauce (to taste) and the cooked onions. Stir.
Slather bread halves with mayonnaise and top with meat mixture. Slice in half and serve.