1. In a high heat pot, drizzle some oil and add in the sliced yellow onions, sauté till it starts getting brown, then add half of the butter and sprig of thyme, continue sautéing the onions on high heat. When bottom of the pot starts catching, add a splash of water to deglaze them, keep repeating this process till you get evenly caramelised onions, season with salt, pepper and sherry vinegar. Set aside.
2. Season the room temperature steak with salt, pepper and olive oil. On a high heat pan, drizzle some oil, and sear steak till desired doneness.(tip: pan needs to be on higher heat to brown the meat as quickly as possible, as the meat is room temperature and not very thick, it will cook very fast), set aside.
3. Thinly spread the other half of the butter on the bread and toast them in a pan till golden brown and crispy (tip: could be done in a toaster as well). Set aside.
4. Time to assemble, spread grainy mustard on 1 side of each toast, melt bone marrow in toaster or oven, till just soft and spread it on toast. Slice rested steak and put it on 1 side of the toast, top with caramelised onions, pick the leaves of other sprig of thyme and place them on top of the caramelised onions, top it with slice red onions. Place cheese on top and torch it till slightly brown and charred (if torch is unavailable, use oven or toaster to melt the cheese), top it all off with other slice of toast.
5. Time to plate, cut sandwich in half and place on plate.