Heat the vegetable oil in a large skillet over medium heat and cook the onion until it is soft and translucent.
Add the steak, linguiça, and chorizo to the skillet and sear until the meat is browned and the sausages are slightly crisp.
Remove the meat from the pan with a slotted spoon and set it aside on a plate.
Pour the beer, tomatoes, sugar, and hot sauce into the same skillet, scraping up any browned bits from the bottom.
Simmer the sauce uncovered for 25 minutes until it reduces slightly, then season with salt and pepper to your preference.
Whisk the cornstarch with a small splash of cold water in a separate bowl, then stir this mixture into the sauce and cook for 2 minutes until it thickens.
Preheat your oven to 400°F.
Assemble the sandwiches by placing two bread slices in a baking dish, topping them with the cooked meat mixture and a slice of ham, then closing them with the remaining bread slices.
Drape the cheese slices over the top of each sandwich and pour the hot sauce generously over the entire assembly.
Bake for 20 minutes until the cheese is melted and the sauce is bubbling around the edges before serving.