Pre-heat oven to 375. Heat a large skillet over medium heat, add enough oil to fry the veggies in. Add the onion and bell pepper, cook about 5 minutes; add mushroom and cook until desired tenderness. Empty onto a plate, set aside. Tear up the roast beef with your fingers into big chunks. Add to skillet and cook until just brown.
Mix the veggies with the beef, heating through. Slice rolls open, but not all of the way through, place on a cookie sheet for baking.
Place 2 slices of cheese on the bottom of each roll, divide up the meat mixture evenly between them. Tear the remaining slices of cheese in half and place on sandwiches. (Each sandwich should have 3 slices total). Bake until bread is crispy and cheese is melted.