Preheat oven to 400°F. Slice the baguette into 4. Then cut horizontally to make the sandwiches.
In a large skillet over medium heat, add olive oil and heat for 1 minute. Add shallots and sauté for 2 minutes. Add flour and sauté 1 more minute.
Slowly whisk in beef consommé. Bring to a boil over high heat. Reduce heat to low and simmer. Add steak seasoning and mix until combined.
Separate roast beef and place in the au jus sauce until warm. Using tongs, place an equal portion of beef on each section of baguette or rolls. Top with a slice of cheese. Bake for 3-5 minutes, or until the cheese has melted.
Serve with a small bowl of the extra au jus for dipping.